Doesn't come with any game ROMs, but there are enough places you can download them. Once you have them, it's just a simple file transfer to install them.
As a bonus, there are also cases like this [2] available.
[1] https://thepihut.com/collections/raspberry-pi-kits-and-bundl...
[2] https://thepihut.com/collections/raspberry-pi-store/products...
After that you just have to transfer some game ROMs, set up your controller(s) and you should be good to go. Takes at most 20 minutes to get it all up and running the first time.
I'm currently on about 2 hours of trying to get it working (having given up several times.) And that wasn't even configuring any exotic emulators or controllers.
If you don't care about the money, test you luck. But I would be very careful. At least considering security/privacy.
It's like an Arduino inside a shoebox.
It looks like it's this one [1], $89 on Amazon. Emulates PS1, GBC, SNES and more, with 843 games, including classics like Super Mario Bros.
I'd absolutely love to have something like this in my living room, but I think I'd prefer a somewhat less suspect, more hacker-friendly system where one could easily add new games. But I also don't know anything about this one.
[1] https://www.amazon.com/Console-Entertainment-System-Classic-...