Steamdeck setup without PC

I’m considering purchasing a steamdeck. I may be away from my computer when I get the steamdeck. Could there be any issues with setting up games without access to a computer with my steam account? I assume cloud saves will be available. What about setting up a game that requires rockstar launcher?

Edit: Thanks for the feedback. It looks like the answer is no, I don’t need access to a computer with my steam account.