Is "Video Games" a Pronoun?

No. "Video games" is a noun phrase (compound noun), not a pronoun.

Pronouns Replace Nouns

Examples: he, she, it, they, we, you, I, me, him, her, them, us, mine, yours, his, hers, theirs, ours, this, that, these, those, who, which, what, myself, yourself...

Noun Phrase in Action

"Video games" functions as a subject, object, or complement:

• Subject: "Video games are popular."
• Object: "I play video games."
• Complement: "My hobby is video games."

A pronoun could replace it: "They are popular." / "I play them." / "My hobby is them."