I like First Person Shooter (FPS) games, like Call of Duty because they're a constant test of will. There are obvious milestones or stepping stones rather that give you an immediate outcome to reflect upon and compare to your mindset. Those stepping stones are individual battles between opponents.
This allows you to change your mindset multiple times within a short period of time to find the best mindset for the end outcome you want (winning). This also allows you to see how well a particular mindset is sustained across multiple tests (you vs opponent settings where the battle often lasts less than one or two seconds).
The realization of the importance of confidence learned anywhere, including video games such as FPS games, can be applied throughout life. This is especially important because through exploration, I've found that confidence is often more important than strategy, it is more important than seeing where an opponent is, and it is more important than any other opponents skill.
Confidence will find the strategy, pinpoint the opponents location, and override the opponents skill. Confidence is knowing, it is will power. Confidence is staring doubt in the face and saying "you can watch me win." This is the mindset of a pro gamer.
While I've talked a lot about FPS games here, I think any game, even a polar opposite of FPS, Real Time Strategy (RTS) has the potential to be a learning tool into our own minds.
I'm definitely looking forward to Blizzard's RTS Starcraft 2.