Yes you can get Nethereum to create private keys for you, see here Accounts in Nethereum - Nethereum Documentation section “how to create a new account”. Once the player has decided they like the game, then they can be slowly introduced to accounts and ether.

The idea of silently pre-creating accounts is what I think is done by chainmonsters.io and I think also I read the loom framework or some loom-based games do similar.

You definitely don’t want players to have to faff around downloading and installing a wallet app, registering with an exchange, transfering USD for ETH before they play your game. There is also a project called uPort which is all about managing identity and keys. On desktop, I believe this could be done with metamask, and a mobile version of metamask is in the works. In practice, what would be needed would be integration with some sort of separate wallet app that could manage the signing of transactions, Download MEmu, then install and launch it Login to Google Play Store, install the game Enjoy playing the game on PC with MEmu. It would be a bad idea to trust your PK to a game, I agree with you totally.

WrestleQuest instaling