The Internet is nowadays an integral part of adolescents' everyday life, bringing several benefits but risks as well. Although adolescents are familiar with technology, there seems to be a gap in their knowledge in safety and data protection on the Internet. So it is clear that adolescents have to be educated on relevant issues and serious games have emerged as a promising means of educating, by raising awareness and changing behaviors. In this article, we present the results of an empirical study that utilized serious games for raising students' awareness on safety and data protection on the Internet. Two questionnaires, that collected information regarding students' knowledge and practices while using the Internet, were used for data collection. The first questionnaire was filled in prior and the second one after playing the games in the school lab. The study showed that student attitudes before playing the games did not significantly protect their privacy and personal data online. The serious games seemed to be effective in developing cyber protection skills, while students reported that they gained knowledge and were motivated to seek even more. After playing the games, the students became aware of issues on safety and personal data protection on the Internet and realized the need to change their behavior in order to protect them more effectively.