How can data be restored when I downgrade macOS versions? I just upgraded to macOS Catalina and that was a pretty bad experience.

I didn't know 32bit anymore, so none of my games work.

Is there a process to back-up everything to prepare downgrading to Mojave or High Sierra.

I'd want to prepare for everything as it was before such as my saved games, existing apps. My supplies are time and an external HD.

Is there a step-by-step guide to perform this?
Copy all important files to another HD (apps, games, your user's library folder, all your other user folders, etc).

Download Mojave, create a USB, boot, erase and install. 

Set up the new computer, then copy stuff over. Some things (like Mail, iCloud, some settings, and iTunes data won't work). If you use steam, it should be pretty easy to copy its folder (within ~/Library/Application Support/Steam to your new user.