Hey,
Creating a members system is not as hard as you think. The basic principle that you are trying to achieve, is to have a website with games on it, but people are only allowed to play the game with having a member account.
One of the ways in which you would achieve this is by using session cookies. You would have a PHP script that would check the username against the cookie to see whether a current user is logged in.
One of the first things that you have to do is to create the MySQL database in which you are going to store usernames, passwords and email addresses or any other information that you might want to have on the registration form.
Start off by going into MySQL admin in your cPanel, and create a new database. You are able to name it whatever you want to, but one of the most simple names would be members or users.
Now you need to set up a connection script to the database. This is achieve like this:
PHP:
mysql_connect ('localhost', 'database Username', 'database password or die ("cannot connect!");
mysql_select_db ('database name') or die ("cannot select database");
That is a basic connection script. all you have to do is change the database username and password to your cPanel username and cPanel password!
The database name would be cPanel username_database name. Example: zenax_members
Once you have this file created, you can then reference it in every file it is required. I am not going to go into any more detail, but if you do a simple google search on PHP Registration tutorial, there are a few decent ones out there that can help you out. Once you followed a tutorial, you can then adapt it to use cookies if it is not discussed in the tutorial.
Hope this is a little bit of help to you!