Digital advertising requires consideration of many platforms where traditional theories of advertising may not apply and where researchers must employ theories and concepts taken from other literatures. Video games are an excellent example of such a platform, and the study of them shows there is much to be learned. The growth in the popularity of video games has been accompanied by growth in using games as a platform for advertising. Because games provide a platform wherein individuals can interact directly with virtual representations of the product as well as view advertisements in a more immersive virtual environment. The chapter considers the role of immersion in games as a factor that may exert a non-linear influence on message effectiveness and which may also interact with brand and message characteristics in unexpected ways. Facing the attentional demands of an unfamiliar control scheme, players may have been unable to put as much mental energy into processing brand messages.