Hi @KD ,
You can use any Azure virtual machine instance for gaming, some instances perform better than others because of their performance throughput.
For gaming you would seek for more storage throughput (IOPS/MBps) but also GPU performance, games especially require GPU performance but this again depends on the games you want to play.
If you're looking for heavy gaming, then you might want to look at the NC, ND & NV-series which are more GPU optimized VMs:
https://learn.microsoft.com/en-us/azure/virtual-machines/sizes-gpu
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Best regards,
Leon