I want to first say that you are free to do whatever you wish but this myTake is to debunk the superstitions surrounding these "ghost" games.
First, I acknowledge that these "mysterious beings" and happenings that occur during the game are very much REAL. They are real because you subconsciously trained your mind to believe that they are real and let me explain why.
All of these games (like the ouija board or "elevator" game) involve instructions that are to be followed to the LETTER. If you mess up once, you'll naturally think to yourself "oh, I messed up so it doesn't work". As you follow these instructions, you put a great deal of concenteration into your actions and into the game so you train your mind to start behaving in a certain way thus you easily believe in what happens next (because you immediately attribute it to the game's "miracle").
I will point out a case study I did on my own: several months ago, there was a craze on GaG (and the internet) about the ouija board and questions were being asked. I paid particular attention to those questions and their answers. A very interesting answer I saw and responded to was that one participant said it didn't work because her group found out the mechanism for the game. I replied saying that it didn't work because she didn't believe in it. Other opinions involved burning the board and never doing it again or "it's really scary."
What I want you to take from this article of mines is that your mind is very powerful. It can (and will) create all the demons, ghosts, monsters, saints, angels, and Gods if you let it.