What do you mean by games? You can teach her tricks using a clicker (there are tons of videos on youtube.) I never really played games with my tiels, they just liked hanging out on me. They aren't like cats who will get bored of you, I promise. You could make her a necklace with toys on it and let her chew that when she hangs out with you.
Phoenix likes to play peekaboo. I hide him behind my hand or an object and he pops his head up and we go "peekaboo!" together. It's very much like this video:
He also likes to be bounced up and down on my hand. He likes it when I make noises while he does it He often bounces by himself on a perch. I also play a drop game with both of them - I lift them high in the air (one on each hand) and drop them very fast. They get a kiss at the end. We do both in this video (~56 sec).
We also do flight training and recall. I will signal them to fly to me, but have them land on a moving target like my arm, duck so they have to circle around and try landing again, stand around a corner, etc. it's good exercise for them and very mentally engaging as well. I also have them step up and direct them to land where I point. They're very skilled fliers
They'd rather sit and be scritched than play games though...