I'm going to ask my roommate to stop talking to his friends over his headset
That seems like a big demand. Why would you prevent him on doing that?
He's too loud and if I get into the shower or out of the house he couldn't hear people knocking on the door.
if you cannot answer the door if you are not at home or if you are showering, then your roommate has the responsibility to see if there is any people that's visiting you or if there's any delivery that maybe knocking in front of the door. I would recommend that you tell him to tone down his volume on his headset and not shout a lot when he is gaming with his friends so that he can hear when someone is at the door.
I've tried to tell him but he doesn't listen because he's lazy.
There's not much we can do to force him in order to avoid conflict. Your roommate needs to realize that he's not the whole world, and just keep being polite about it! He'll realize it soon enough and appreciate that you weren't rude about it.