Have you browsed the processes running at your startup ? This can be done by searching for and running 'msconfig.exe'. Make sure you know what you're doing, otherwise you might cause your system to fail loading some of your applications. There might be something failing to launch which should be turned off (and / or re-installed in case of bad installation).
It might be some updating process (Google Chrome, Java, Adobe, Apple-related, ...) that fails to work, or an antivirus program. Speaking of which, I would also make sure I scan for viruses with a good antivirus software (I'd recommend NOD32).
I would also try running Task Manager (right click on Taskbar > "Start Task Manager"), sort the running processes by both CPU usage and RAM usage, and see if there's a program popping up with significantly higher degree of usage. It might not show all running programs but it's worth trying.
Given it happens only when you start gaming I'd also consider the option of some driver's failure and would therefore try to update and re-install the sound, graphics and any game controller drivers and turn off any programs that might ask for a continuous update of the driver they are related to.