Girls can play any games well! I don't think that there is a difference in natural ability between boys and girls with intellectual, board, and video games. I beat my boyfriend in Othello most of the times we play, and I'm also much better at the Resident Evil video games than he is, but some 3D puzzles have me begging for him to solve them for me. Individuals vary in traits like memory and hand-eye coordination regardless of gender; some boys can't kick a soccer ball, and some girls are colorblind- gender stereotypes are often proven false.
There have been studies showing that there are general differences in some intrinsic abilities between genders. Males, for example, are supposed to have better spatial recognition; i.e., know their surroundings better and be a good judge of distance. But how come I remember the way to our friends' houses after one trip and he doesn't? Women are supposed to be better multi-taskers while men are ostensibly only really efficient at doing one thing at a time.
If, though, by "games" you mean sports, guys have a definite advantage over us ladies. It's easier for men to build muscle; that's why there are two categories for almost every sport: the NBA and the WNBA, the women's 100-meter dash and the men's. Physically (and generally, because there are naturally weaker men and stronger women) we are in two different leagues.