Well yes, its their alphabet. Its like trying to learn English without learning the latin alphabet.
Sentences will use hiragana, katakana and kanji all toghether, the sentence 私のなまえはジムです uses kanji for "watashi", hiragana for "no namae wa", katakana for my name "Jimu", and hiragana again for "desu" which finalises the statement.
If your looking to be able to understand japanese games you should remember they are written for native or at least someone who can understand Japanese in a passing day living in Japan. I can read hiragana and katakana and a few kanji and I do lessons at university but I'd not be able to play a video game in Japanese.
