My favorite game is Tetris, or any game that comes close to it. Matching shapes and items and stacking them to win levels is a form of relaxation. I have learned many things though about life through these various games.
Never give up is certainly the most obvious. If you plan to succeed and get farther ahead in life you must never give up. One must try and try again to accomplish the goal that one has set.
Compete only against yourself. You are looking for improvement not a comparison with the world. Doing this will always set you up for failure as there will always be some one better than you.
Things in life are learned line upon line. Starting from the bottom and working your way up is the sure way of gaining experience and knowledge that will last. Using shortcuts (like on Mario) that others have shown you will only sharpen your skills slightly. It is the trial and error part of life that makes life worth living and experiencing.
Make sure you have enough supplies/skills for an emergency (Cradle of Rome). You need to be able to rely on skills and resources already stockpiled in order to get through some of life's trials. The loss of a job, house, electricity, or a spouse can be less devastating when we have prepared ourselves to continue on without any of these things.
Patience during the hard times will make life easier and will eventually bless everyone around you. Ever want to strangle someone (figuratively of course) because of their lack of understanding or ability to accomplish even the simplest of tasks? (Frogger) Try playing a child's game and humble yourself with what you cannot do and then laugh at yourself. No one gets stressed and a good memory is created.
Time is precious. (7 Wonders) Don't waste it on trivial things. Don't get distracted from the important things in life. Don't put off today what needs to be done. Keep the Eternal perspective always in view. Live with no regrets, for tomorrow you may not be here.
Finally, I've learned that I play way too many computer games!!!!!!