Tried talking to a girl a few weeks ago and found out through 3rd party that she said I had no game. It appeared we had a good conversation and were getting along. We talked about kids, where each other were from, what we do for a living. Not sure why she said I had no game can someone please tell me what does " having no game mean"

It means having an interesting enough conversation to keep having more conversations.

Millions of women will like that kind of first conversation.
Don't up your game based on this one.
She wanted you to get a little flirty. A personal compliment, or getting more into what you each like to do for fun, or the most outrageous thing you've ever done, and even something like 'how does a guy like me get to see someone like you a second time?'

Thanks for that input. I forgot to mention we did get into what we like to do for fun and our plans for the weekend

She appeared engaged in the conversation and even followed up asking me about something I mentioned in the first conversation

How old are you both? Got her contact info? Ask her out! You can go from there.