Gentoo. It will be the last distro you hop to. Because it’s whatever you want it to be. Don’t be afraid. It even has a special command and portage repo to install all the support files and ancient libraries from 2002 your old games need in one shot.
You can snag a binary kernel, browser and some compilers now too if you don’t want to deal with that. It’s not much more difficult than Arch nowadays.
Unless your computer is exposed directly to the internet, your router’s firewall should be enough. Fedora typically has SELinux and AppArmor enabled by default which should protect from something nasty executing on your machine.
Don’t execute things as root if you don’t know what it is and you should be fine.