Medias do have an influence on people. I mean, there is people who for example picked a career choice because of a movie, or a tv show.
That's example of good (i hope for them) influence but if a good influence is possible then it's only logical to assume that a bad one is just as possible.
A book can change a whole life. Lot of people have been deeply influenced, positively i think, by Albert Camus or Rimbaud or again Voltaire for example. As some people have become dangerous weirdos after reading some religious text or mein kampf.
I don't know any video game who can have that kind of strong influence for being honest but who knows what kind of thing can cross a fragile mind.