You can add a game to your favorites area on your user page by clicking the Heart on any game page. The game will instantly be sent to your user page, where you have quick access to your favorite games. You can also delete games through Your Favorite Games page.
From the FAQ/Help section here:
Please, in the future, refer to the help page, or even other forums sections before posting a thread with a simple question like this. Not only have many other (locked) threads before you written this, but it is easily found in the Help section of this website. Thank you! )