Check that your computer graphics card has dual-link output. Look in your computer user manual or look up the specifics online if you are unsure. Without a dual-link graphics card, your computer cannot support multiple monitors.
Choose a monitor close to the same size, if not exactly the same, as your first monitor. Keeping roughly the same size makes choosing screen resolution easier. Games will need to choose a resolution for both monitors and often cannot handle two sizes that are vastly different.
Check that the game you want to play supports multiple monitors. Most games do not, though a handful do. World of Warcraft is one game that supports multiple monitors. Typically if a game has this feature it supports dual monitors, meaning it can only work with two.