Hey there!
I have three cockatiels, and my husband and I enjoy our fair share of video games. So let me see if I can help out!
Here are some suggestions:
1. Cord management is essential!!! Cockatiels are ground foragers, and so once they feel comfortable with their environment, they will choose to fly to the floor for some foraging and exploration. Of course you want to supervise them as they do this, but you'll be able relax a little and keep gaming so long as you have bird proofed the room first. That means making sure ALL cords are tucked away and/or off the floor as much as possible!!! There are cord management boxes sold on Amazon that can hide power strips and cords, but you may also want some clips to tuck away dangling cords between the game system and the outlet. For whatever reason, birds seem drawn to the texture of electric cords, and they will definitely try to chew them is they can see/reach them.
2. Have a play gym/foraging tree area within arms reach of your gaming chair/couch. While one of my cockatiels will happily curl up on my shoulder for a nap, one my cockatiels will only hangout on my shoulder for a few minutes before he gets bored and looks for something else to do. Having a play gym/foraging tree with tons of toys and foraging opportunities within arms reach will make your life so much easier! (And you can even then work on potty training your cockatiel to just fly from your shoulder to the play gym in order to poop, but this will take time and consistency and learning to read your birds body language).
Alternatively, if you are not crazy about the idea of your bird sitting on your shoulder, then it would still be nice to have a play area next to your gaming area. This way, when you take little breaks during your gaming sessions, you can easily talk to your bird and give him/her some one-on-one attention. You can even easily have a quick little five training session on the play gym before going back to gaming. These interactions will make the playgym/tree THE place to be, and so your bird will look forward to gaming sessions as much as you do.
3. If you play video games without wearing headphones and you get a male cockatiel, he may learn some of your gaming music songs and try to whistle them. I personally find this delightful, but you might not depending on which game is being played. ((Fortunately, cockatiels rarely learn how to talk, so if you are losing in your game, you can still curse up a storm without much worry of your cockatiel learning bad words!!! Haha)).
This is all I can think of off the top of my head. If you have any specific questions though, let me know!