It has nothing to do with gaming.
Originally people (kids) put "X's" in their screen names because the non-X'ed version was taken. For example: you try to sign up with a screen name John Smith, but many versions are taken...including John_Smith, JohnSmith, etc...
So, to combat this, people started using an "X" as a pseudo blank space. Like in the example: John Smith now becomes JohnXSmith, XxJohn_SmithxX, XJohnXSmithX, xxJohnxxSmithxx, etc.
Eventually, it became some sort of decoration for screen names like we see now.