Depends on the game! It'll be similar to the difference saying "Dad" versus "my dad": one is a title of address, while the other is just a noun.
- A generic ride will stay lower case:
- I'm going over to the bumper cars.
- It's by the carousel and the midway.
- A properly named will be capitalized:
- I got sick after riding the Zipper.
- The Tower of Terror is a "drop tower" ride.
- The oldest continuously operated roller coaster is the Jack Rabbit at Seabreeze Amusement Park.
- Ferris wheel actually has a person's name, so gets capitalized:
- I like to ride on the Ferris wheel.