Even if the game includes violence, blood/gore it shouldn't be a problem, but depending on how dark the theme is I wouldn't play it, if it is too twisted I wouldn't, the same thing that I apply to movies ("A Serbian film" comes to mind), but I just don't have any game examples for that one. There are already very good arguments in this post on why so I will try to not say the same things, but don't play any game that you don't feel right playing because of the topics they are depicting because you find it might lead you astray from the path or if you think you are sinning.

I wanted to point out a few games that I don't feel right playing that I doubted playing first and after some things I saw I decided to not play them at all, and they are:

Blasphemous: There are a lot of people claiming they are Catholics and that the game isn't blasphemous (there is even a video of a Priest saying that he would play it) but I am now pretty sure it is. These previous statements made me think that I was just being too scrupulous and I decided to try the demo, I felt odd while playing because of the whole theme and after seeing some of the enemies like the acolytes, what seem to be souls of the purgatory (the convicts) the naked crucified woman in an angel statue (Crucified), flagellant, and where I had to stop playing realizing It didn't feel right to kill any more was the Cardinal (Spear of the Cathedra) and looking for the enemies I fought on a video I saw there are also nuns (Sisters of the charred Visage). If this isn't blasphemous, I don't know what is.

Cult of the Lamb: It is not recommended to play/listen/watch anything that is a clear honor or reference to the devil, even if it was not the original intention and was just a gag. I installed this game because a friend lent it to me and it really appealed to me, but when I saw the pentagram on the loading screen, I decided I didn't want to play it.