The young wizards who study magic at Hogwarts learn a great many things, but Muggles 101 is an elective that few students care to take so they know very little about Muggle stuff.
However, the wizards who have dabbled in the ways of the Muggles have been known to enjoy booze, corn cob pipes, poker and Pokemon video games, not necessarily in that order.
And, according to this Good Bear Comics strip, they don't know how to game responsibly so Muggles should never game with a wizard.
-Via Geeks Are Sexy