The biggest risk is probably a 0-day or simply an unpatched vulnerability in the server software of CS:GO.
Against a 0-day you are rather helpless. You can give the user running the CS:GO process as little permissions as possible. If your server gets compromised, the attacker can only act with the permission of this user, as long as he doesn't exploit a local privilege escalation as well. Being the victim of such a 0-day is not very likely, but it always is a residual risk when exposing a service to the internet.
To avoid getting compromised via an unpatched vulnerability, well, patch your CS:GO server regularly. Find out where users are informed about new patches and vulnerabilities and monitor these sources. If you cannot patch immediately, consider shutting the server down until you get to patch it.
In case you do not offer the server 24/7 and mostly play yourself, shut the server down, when it is not needed. Reducing the attack surface also means reducing the time the service is available.