Gaming nights consist of three things. 1. Yelling at your friends (Luna obviously is an expert) 2. Confusion on the controls (I have a feeling Cadence is a newbie) 3. Actual playing In that order of highest to lowest in the amount you actually do.
I see Cadance as being more of a 'I like games, but I don't play hard-core" and Celestia being more of a beginner, only playing because Luna plays, and as her sister and best friend, it's the kind of thing she would do.
Cadance is a foal-sitter, and not the kind that sits around waiting for the kid to entertain himself/herself, so she's probably played at least the kind of multi-player games that kids like.