It depends on the game you want to play. You can easily play games that do not require your computer to have a dedicated GPU.
Some Mini PCs come with or allow you to install a GPU card. You may like to explore using an eGPU for advanced games. But, due to the small form factor, the GPU will be harder to cool and lose some of its performance. If you're looking for the most FPS out of your gaming rig, you should get a regular desktop instead.