Sitemap = What do you want to be indexed?
Gaming site, hm... Well, this typically means your main content pages like posts articles, and possibly category pages that group related content together.
All this depends on your website structure, we are all different, same goes for our sites and how we do things.
Always include your homepage your posts and articles since these are your main content and if you have important category pages that help users navigate your content include those too.
Generally, a good idea is to leave out "About Us" since they aren't crucial for SEO same goes for "Terms and Services", "tags" can create duplicate content issues so it's best to exclude those and only include "category" pages (if they are valuable for users and search engines).
Now, if I remember it correctly, as I was mostly using other plugins, if you're using Yoast to manage your sitemap go to your WordPress dashboard navigate to SEO, and then click on "Search Appearance".
Under the "Content Types" tab you can decide whether or not to include posts pages and media in your sitemap.
In the "Taxonomies" section you can manage categories and tags and turn off tags if you don't want them in your sitemap.
Here is a link you can follow for more details if I made any mistake when it comes to Yoast:
https://yoast.com/help/xml-sitemaps-in-the-wordpress-seo-plugin/