To add a game to your favorite list, click on the "Heart" symbol at the bottom left of the game tile.
Figure1: Process of marking favorite games
You can easily find your favorite games by clicking on the "Favorites" tab beside the "All Games" tab in the Lobby.
Figure 2: Favorite Tab
Figure 2: View from the Favorite Tab
Figure 3: Favorite games can be seen in the main Lobby
You can remove a game from your favorite list by clicking the "Heart" symbol on the game tile again.