For most games the character and world save files should be the same across all platforms since it is the game's code that creates them, not the OS.

With Valheim I've copied the files between platforms, Windows to Linux using a USB thumb drive without any issues so you should be fine.

A rambling explain of why its a good question :) (You can skip and accept that the files are compatible as said above if you like).

if the clients are native to each OS, you sometimes run into software where byte order prevents or aggravates file sharing. An example is unity engine bump maps can get byte order flipped across some platforms (but the program lets you reverse it when it happens with a check box). Files that were never meant to be shared may not have a feature to transport them between. I wouldn't worry about it until it happens: do a test run or two and it will be immediately obvious if the files are not compatible. What happens here is that there are 2 types of systems, one where numbers are stored like we read them in english, most significant byte to the left. And the other systems do that backwards, signifcant on the right. If the programs are built as native executables for each system, and the files were not meant to be portable, they may just use the native format for each system..

while the code creates the files, the compiler generates the byte order for the system its on by default. Its nothing to do with the OS directly, as noted, but the same code will give 2 different files by default on specific pairs of systems. I think macs run backwards to win, specifically. One of my last projects I auto detected and corrected for it by looking at an integer that should have a small value (eg in hex, like 00 AB) and if the value was instead rather large (came in as AB 00) then it needed to be translated.

Or all that to say, it could happen, but you are OK here.