Some games are harder than others. RPGs are relatively easy because for most of them you just need to select an attack and use it, rather than having any specific button combinations. And if you're having trouble, you just need to go off and do some easier adventures until you level up. Fighting games are harder because you need to have good timing and know the combos. First person shooters require you to be alert and have quick enough reflexes. RTS' are probably the hardest, because they combine the real time aspect of an FPS and throw in extra elements like base building and unit management. Simulation games like Sim city are like RTS, but with out the time pressure. You can be skilled at any one of these, but it's like the difference between being skilled at writing and being skilled at formula one racing.
As for my own skills, I'm sort of skilled with FPS games, I'm useless with RTS games but I enjoy them more.