I've studied Japanese for about 10 years, lived in Japan longer than any other country these days. I consider myself fairly fluent but it is still a learning process. The advice from people here is pretty good, but I will throw my two cents (yen?) in, as it were.
First, you should probably establish what your goal is going to be. You said you are mostly interested in playing games, so for you reading/writing is going to be way more important. Unfortunately, this is also probably the harder side of Japanese.
Be aware that anything you learn from a textbook is going to be different from what people actually use in conversation. Textbooks and classes tend to present information more formally, which isn't incorrect, but you will come across sounding excessively formal sometimes. When I first moved to Japan, people thought it was funny how polite I talked to everybody, even friends in social situations like bars. Games, and any written speech, is typically going to be closer to what you would get out of a textbook.
As far as writing goes, there are three systems of characters that people have mentioned here to you. Those are Hiragana, Katakana, and Kanji. Hiragana and Katakana are often collectively referred to as kana. Kana represent every sound you can produce in Japanese. Hiragana are probably the most prominent set of characters, as well as the easiest, and should be what you learn first. In theory, you can write anything in Japanese with just Hiragana, though it sometimes will make the readers very confused trying to figure out exactly what you mean. Katakana represent the exact same sounds as Hiragana, but are generally used for foreign loan words. This is not always the case, sometimes katakana is used in a similar fashion as typing something in all-caps in English, but is a good general rule of thumb. Many foreigners have more difficulty learning katakana because some of the shapes can be more similar, such as ツ(tsu) and シ(shi). The same sounds in hiragana are written as つ(tsu) and し(shi). Notably easier for most people. The third character set are the infamous kanji, chinese characters. These are an entire other beast to study, and should be something that you continue to work on while you study all other aspects of Japanese. Trying to exclusively study only kanji and "master" it is nearly futile, nobody knows EVERY kanji. Essentially each kanji or kanji compound (sets of 2 or more kanji together) represent a word, which in turn could be written as several more kana. わたし(Wa-ta-shi or I) in hiragana could be written as 私(Watashi, I) in kanji. Kanji is useful as not only does it take up less space than writing it in hiragana, it also conveys meaning instead of only sound. The word hashi can mean chopsticks or bridge, you cannot tell just from writing it in hiragana. However, when somebody writes the kanji you instantly know which one they mean. Books or manga often come with small hiragana pronunciations over kanji (called furigana) that show you how to pronounce the kanji. If you are practicing kanji, try to find reading sources that include furigana, it will make looking up kanji FAR easier. Learning to use kanji dictionaries and radical searching is an entire art form in itself.
As far as methodology, the best thing you could ever do is live in Japan, but this is generally not an option for a lot of people. I learned more Japanese in my first year in Japan than I did 5 years studying it before that. I often recommend Skype lessons with native speakers for people who don't have classes in their immediate area, there are quite a few services for that, but that may not be the most useful if you just want to work on reading.
Your first step should be to learn hiragana. I recommend learning them in sets of 5, because there are 5 vowels in Japanese, a i u e o. Virtually every other sound in Japanese is composed of 1 consonant plus one of those 5 vowels. For example: ka, ki, ku, ke, ko, ra, ri, ru, re, ro. Learning them in sets like that makes it a bit smoother, kana actually makes a lot of sense once you learn them. The same basic principal follows for katakana, though since we often use it for loan words it takes people longer to master sometimes. Many people can read katakana, but have to sound the word out loud to figure out what it actually means.
There are plenty of online resources that others here have pointed out that can teach you kana, and those can be self-taught pretty easily. The chance of you teaching yourself bad habits is fairly low, as compared to if you are trying to teach yourself to SPEAK Japanese. Honestly, hiragana won't take you long at all to get down, I think I was fairly comfortable with it, if not very fast, after less than a week.
I would really recommend a tutor if you can find one, I have done freelance Japanese teaching before, but time zones would likely make it pretty hard for you unless you live in Asia. Though if you have specific questions, I would always be happy to answer.
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