From an article in the Journal of Interactive Advertising:
"On-line gamers are the youngest group and have above-average education and income, but non-gaming Internet users enjoy the highest socioeconomic status. In terms of motivation, on-line gamers are more impulsive and more open to the Internet than either other group. On-line gamers are also highest in novelty seeking, risk-taking, and word-of-mouth communication. In terms of attitude, both online gamers and non-gaming Internet users are more liberal toward socially sensitive issues than non-Internet users, and more tolerant of advertising that contains sex or violence."

And note this on gender differences:
"gender differences among adult consumers in this study were vanishingly small. The recent report by the Pew Internet & American Life project (Howard, Rainie, and Jones 2001) stated that females play more games online than males do. The results suggest that female adult consumers are expected to be a growing market in the gaming industry and advertisers have an opportunity to reach female consumers using online games as the venue promoting their brands. More importantly, advertisers need to direct their efforts toward designing gender-specific advergames or other promotional games in order to better accommodate female consumers."