When setting up the Raspberry Pi for the kids I initially found it quite difficult to find any good games to install, the python games are great for learning to program etc, but as video games they are a bit dull.
Then I came across this list of games that was put together by the The MagPi, they have tested them on the Pi – this saves you the hassle of having to weed out the bad or half-working games yourself. The list can be found here:
If you are wondering which games to try for young kids (3->5 years) you might try supertux, it is great fun with good graphics and sound. To get the most out of these games you will need to have audio working, depending on your set-up this can prove tricky but it is worth it!