Are your bills and other things covered already? If not, pay off those first.

Of the remaining money, put 50% into a long term investment account, preferably in an index fund or other whole-market tracker for relatively safe, long term growth. Put another 10% into a more easily accessible savings account to be used in emergencies or be used to save for larger luxuries. Keep the remaining 40% in your bank account for general requirements during the remainder of the month (travel, food costs etc.) or small luxuries (games on sale). If you have anything left over at the end of the month, then combine that with the 50% that you'll put into investments next month.

For a video game recommendation, I'll say buy the Crash Trilogy on Steam. Right now it's very cheap, and you get three great games.