I dreamt I was in some kind of game which was a mix of the gunplay/hud style of Gears of War with the gun customization of Call of Duty and the pace of Counterstrike: Source. Odd, because I played 2 of those just before going to bed.
I don't think it is odd at all that you dreamed of games after playing them. This is the idea behind the Lucid Dream Game Idea.