OP means that instead of a regular light bulb, the TV is lit by an LED matrix behind the LCD screen.
Much like the one in this review:
LINK [http://www.youreviewelectronics.com/reviews/lcd-tv-reviews/samsung-un60c6300-review/].
Op, you don't have to worry. Screen burn in was only really a problem on Plasma screens, and then only if the image was left still for great periods of time; examples would be having the scrolling tickers from a channel like CNN burned faintly into the bottom edge of the screen.
Your "Game Mode" is only an image quality setting, probably fooling with contrast, brightness, black levels, and so on. You'll encounter no problems playing on your TV.