How do you buy game tokens?

Could you please elaborate on the process of purchasing game tokens? Are there specific platforms or marketplaces that facilitate these transactions? What are the steps one would typically follow, from identifying the game token they're interested in to completing the purchase? Is it necessary to have a cryptocurrency wallet to store the tokens, and if so, how do you choose the right one? Lastly, are there any potential risks or considerations one should be aware of when buying game tokens?