Sergey Golovanov condenses the online games threat profile into one long page at Kaspersky Labs' web site. I found it informative, easy to read and not all that long. I recommend it.
Not that I am so involved with online gaming. I am not at all. But I get asked about it all the time and it is my intention to provide this link to my questioners as long as I think it relevant. Nothing else I have seen so far does this good a job of outlining the way things currently stand.