I already set "Outgoing only" all the Windows apps.
The part I'm missing is why I should block all incoming connections for svchost (just to make a name) while I should allow all incoming connections for GAME-A
An open port is a port open for every process? That's why I'm telling that I lack of elementary knowledge for firewalls

While I'm playing GAME-A the incoming port that I blocked for svchost is open? is it open only for GAME-A or also for svchost?
And if it is open only for GAME-A, why shouldn't it be dangerous to let it open?
Why the "famous bad guy" that wants to take possession of my PC cannot do anything (as I hope) exploiting the open port in this case?