All depends on how long you've been dating him, I suppose.
If it's been for a short while I wouldn't stress too much about it. If it's something that's been going on for 5+ months, I would express concern but I wouldn't say more than "You play too many games" in sort of a playful tone. I've found that that's a bit easier for them than nagging ( either way they still get the message ).
If, however, it doesn't calm down after all that, then you need to have a discussion and just explain why you don't enjoy it and what you might be able to do to resolve the issue. Would it be better for you to go to a play with him instead? Or go to the park? It's all a matter of opinion.