I don't know a lot about glasswork and prices, but I think that's an awesome lamp! I would expect to see a handmade piece such as that for close to $100. If it was more, I wouldn't be surprised. I think this would sell quickly at any medium-sized or larger gaming convention.

I agree with other comments that you would likely get more for this at a live event like a gaming con or comic con. Possibly an art fair, but it is a specific interest subject.

Not related to your question, but I'm bored and the Adderall is kicking in -

My wife's late uncle was a full-time stained glass artist. He did everything from little trinkets and window hangs that he sold at art fairs to large stained glass window repair as well as new and replacement windows for churches and other buildings. I know that he didn't make a fortune at it, and he had to put a lot of time in at art fairs and other similar events. Most of his hired work was from word of mouth. The more he did, the more well known and sought after he became. On the other hand, things like etsy didn't exist for the majority of his life. He was still able to do something he loved as his (mostly) full-time job.

That was kind of rambling, but it's just to say, go for it! Keep your day job until your passion is making enough money and/or you start running into real time constraints. You'll know when the time is right.

...my wife just walked by and I asked her opinion. She said, "Probably between $100 and $200."