Integrated audio quality can be a crapshoot, but being blown away by a gaming headset just because you switched to a transparent DAC does make me think placebo might be involved.

Phantom improvements in audio quality resulting from expectation/confirmation bias are embarrassingly rampant in audiophile land, and no one is fully immune. Unless you put in the time to do your critical listening reps, you will struggle to distinguish between real and imagined differences in sound quality, and you will still have to actively concentrate to discover them if you do. When I started out, it took me 15 minutes of A/B testing just to realize that S and T vocal consonants were completely inaudible on a pair of $5 chi-fi shitbuds.

My advice for people new to this stuff would be not to buy anything more expensive than the basics (e.g. the Apple dongle) if you don't understand the underlying principles behind how they work. (Reading Head-Fi reviews and manufacturer marketing copy doesn't count)

The old blog of NwAvGuy, the designer of the classic O2 amp, has a lot of info about the DAC/amp side:

https://nwavguy.blogspot.com/2011/02/headphone-amp-impedance.html
https://nwavguy.blogspot.com/2011/02/headphone-impedance-explained.html
http://nwavguy.blogspot.com/2011/02/gain-and-headphone-ampsdacs.html
http://nwavguy.blogspot.com/2011/09/noise-dynamic-range.html

Crinacle, the final boss of IEM reviewers, has written his own set of articles on the transducer side on the "Important Articles" section of his website:

https://crinacle.com/

Precogvision, the midgame boss, also made an intro video with accompanying article:

https://youtu.be/jQrKDDBDJII
https://headphones.com/blogs/buying-guides/everything-i-wish-i-knew-before-getting-into-audio

Oratory1990 is this sub's resident person who gets paid to do this stuff, and you can find info and ask questions on his own sub, /r/oratory1990.

If you want to go full nerd, you can pick up Floyd Toole's Audio Reproduction, but the content there mostly relates to loudspeaker acoustics.