You are using it incorrectly. From wikipedia:

"Playing the pronoun game" is the act of concealing sexual orientation in conversation by not using a gender-specific pronoun for a partner or a lover, which would reveal the sexual orientation of the person speaking. Lesbian, gay and bisexual people (LGB) may employ the pronoun game when conversing with people to whom they have not "come out". In a situation in which revealing one's sexual orientation would have adverse consequences (such as the loss of a job), playing the pronoun game is seen to be a necessary act of concealment.