Video games are narrative spaces. Along with the reading in games there are also all sorts of associated fiction and non-fiction books that can be a good route into other activities.
There are also books that extend the backstory of a particular game world and its characters or offer players tips for the next time they play. Then there are game-like choose-your-own-adventure books that offer an interactive experience.
Comic books create fantastical worlds similar to video games. These range from weekly comics to larger volumes of graphic novels. You may not be able to control the characters but the sense of ownership and involvement is still strong. This comes not only from the slowly evolving story but the strong community of fans and collectors. Local comic stores are the place to start and are usually very helpful and excited to grab your interest. Free comic book day is the 14th of this month at most stores.