It would be better understood if it said "to play a game called 'Pretend' ". This is a game where kids pretend to be different people in different roles, just an imagination game.

Iris, I think that the word combination "play pretend" is perfectly correct. IExample: "When I was a child, my friends and I would play pretend. Some of us pretended to be cops, and others pretended to be robbers." [You probably know that "cop" is a slang word for a policeman.]

Thank you, Neil. Yes, I know the word "cop".