I don't really dream about games, but I do have the feeling of 'playing' a game when I'm trying to fall asleep (the "Tetris effect" thing that has been mentioned previously in the thread). It only happens with games that I spend a long time playing, and that have a repetitive play style, like puzzle games.
The only real video game dream I can remember having is one about Pokemon. In the dream, I was playing Pokemon Yellow (the one where Pikachu is your starter Pokemon). At the end of the dream-version of the game, Pikachu dies -- a real death, not the way Pokemon faint in the actual games. I was sooo sad about it that I woke up crying :sweatsmile: