Sometime when I play games/watch movies I go to my room at the end of the day and sometimes during the day in my room after it, I see these scene's on my bedroom walls sometimes! What is this thing called and is it bad?

I think it means you are still in game mode and have not wound down from it yet. Not unusual after being focused on a single thing for a long time.

Could you describe this a little more?

No I can't crave this is all I can think sorry.
So my mind is still on game mode some how!

Yes, another example of this is the need to unwind after work, or athletes coming down after a game, and the adrenaline is still pumping.

I use to be the same way after chess tournaments. Even closing my eyes wouldn't stop me from reliving the chess moves. In time you do relax though. Usually when the focus changes, or the brain goes back to normal activity/chemical levels. Very much like coming down from a substance induced high.

The same thing with my puzzle to!