If your computer is network connected you really really need antimalware running. In theory, a game server could be exploited and controlled to inject malware into game clients ( = you playing online).

If you use a browser to access internet, there has been malware infected ads that infect your computer when you visit legitimate web sites.

If you get infected, the malware most likely won’t do anything that makes you notice it. It all depends what the purpose of the malware is.

Ransomware? Then it stays hidden until it has encrypted all your files and then it pops up telling you to pay or you won’t be able to use your computer.

Collecting useful passwords? Getting full access to your Steam account is nice. Got some awesome weapons and armor in the MMORPG you play? That’s something they theoretically would script to be able to steal from you.

Or maybe the malware just stays hidden for now, contacting it’s control center now and then to see if there is any instructions.

Malware is business. The people behind it are businessmen and you are part of what they sell.

If you have a fairly modern computer there shouldn’t be that much impact on the performance.