This study critically reviews sixteen empirical studies that investigate the various difficulties that primary school students encounter while learning programming through educational games. Specifically, the challenges that students face in understanding basic programming concepts and the game elements that contribute to these difficulties, as well as the extent to which students can transfer the knowledge gained to contexts beyond games are analyzed. The results indicate that students primarily struggle with understanding loops (both simple and nested), while difficulties with selection structures and sequence structures are less pronounced. Regarding game elements, students face difficulties in interpreting command symbols representing directions, understanding graphical interface elements representing programming constructs, and managing complex user interfaces. The results imply a need for further empirical studies to explore how well students can apply their acquired programming knowledge to contexts beyond games. Although the need for further research is highlighted, the findings of the study provide valuable implications both to educators and game designers for a more effective incorporation of educational games to the teaching of programming, and a more straightforward depiction of programming concepts and a more user-friendly graphical user interface respectively.