Neuroscientists suggest that human brains are drawn to systems where reward is clearly defined and achieved. The human brain has this dopamine system that keeps track of expected rewards and sends out alerts when those rewards don't arrive as expected. Good video games have rewards everywhere, and feed the brain with this craving of rewards. Good games also force the players to make decisions. Players may make good or bad decisions, but players learn from these decisions and adjust their game play accordingly. If they weigh the evidences, analyze the situations, consult their long term goals, and then decide wisely, they receive good rewards. Otherwise, their desire to attain rewards will drive them to continue in the game. This is the "flow experience" (Kiili and Lainema, 2008) that every game designer wants their players to experience. It is a a state of complete absorption or engagement in an activity and refers to the optimal experience that nothing else matters (Csikszentmihalyi, 1991).
Csikszentmihalyi, M. (1991). Flow: The Psychology of Optimal Experience. New York: Harper
Kiili, K., Lainema, T. (2008). Foundation for Measuring Engagement in Educational Games. Journal of Interactive Learning Research, v19 n3 p469-488 Jul 2008.
Johnson, S. (2005). Everything Bad is Good for You. New York: Riverhead Books.