The game that Kid Nezha is in on Roblox is called Adopt Me!. In this virtual pet simulator, players are tasked with taking care of and customizing their own unique pet. They can do things such as take them for a walk, customize their look with hundreds of different items, and even adopt other players' pets. Players can also explore the world around them by visiting various locations including the beach or the countryside. Additionally, they can join up with friends to play mini-games like Hide & Seek or Egg Hunt. With its vibrant visuals and fun gameplay mechanics, Adopt Me! has become one of Roblox's most popular games and it's easy to see why Kid Nezha loves playing it!