Gamers invest many hours exploring digital environments in which simple rules can generate a complex space of action, response and interaction with other players. As well as being an industry with greater revenue than the global music and film industries combined, gaming is also a domain of profound skill development. Players' digital traces create an opportunity to understand the development of expertise from novice to professional-levels of skill, across the entire history of their practice, exploring how individual differences, practice style and other factors interact to enhance or impede skill acquisition. We review existing research into skill development using data from digital games and show how game data has been used to confirm, challenge and extend existing claims about the psychology of expertise. We show that game data allows novel analyses and offer recommendations for the future of research into learning using games. We argue that existing work, while exciting, has yet to take advantage of the potential of game data for understanding skill acquisition, and that to fully do so will require computational accounts of complete game performance, at the level of the individual, tied to a cognitive theory of skill and backed by experimental rather than observational studies.