Are there any interesting application of linear regression
The way that you have phrased this question makes it tough for people to answer without first offering you some background on linear regression (LR).  Its great that you are interested in learning some ML and LR is a great place to start.

Linear regression is really just finding a line (or plain or hyperplain) that maps a relationship between two or more variables or features.  The important requirement is that the target variable be a continuous numerical value.  So its less about finding a problem for which linear regression "works" and more about finding some data that interests you and playing with it using linear regression.

I suggest you download some open data in the realms that you have mentioned.  There is plenty of open data in every topic that you mentioned that contain continuous numerical values that you can predict using other features of the data.


stock trading
video games
astronomy
sports betting
flight time prediction


Also think about taking some sort of online MOOC as this will help you gain some footing in the subject.  Andrew Ng's Coursera on Machine Learning is highly recommended as a starting point and include some linear regression during the first portion and scikit-learn is a great Python based library.