Before marketing a gaming app, what should I do about IP?

Check out the website of the U.S. Copyright Office to learn how to file an application to register your copyright rights in your software code, text and any artwork or audio/video that may be part of the game.
http://www.copyright.gov
You can probably figure out how to file your own copyright applications online and they are $55 each to the USCO.
If you have any brand name or logo for your app, that can be trademark rights which you could register in the U.S. Patent and Trademark Office.
* Note my disclaimer in my bio.