Learn how the brain works.
The brain is generally quite stupid. It remembers things you don't want it to remember. It forgets things you really want to remember. It never recalls the right things at the right time.
It's not a computer. It's a pattern recognition system. Your memory does not function exactly like a disk. There are large portions of the brain dedicated to things like senses and keeping your body alive. While too many people have said that we use only small portions of our brains for things, it's simply not possible to use the 'unused' portions for things.
You'd need to learn the limitations of how the brain learns and understands things. Thinking, Fast and Slow by D. Kahneman is a great book that gives a high level view of the brain without the reader needing a detailed psychological foundation.
Generally, playing chess does not make you smarter, though it depends on your definition of intelligence. It will improve your chess playing skills a lot. It will improve your ability to anticipate people's actions several steps in the future, but this only goes so far, before it's limited to the context of chess. You can be a grandmaster chess player and still fail game theory.
It will not improve reading comprehension, research skills, communication skills, mathematical logic, etc.
Similarly, poker will drill your training of statistics and hone your intuition to body language, but it will not improve in a lot of fields. Someone who is a master poker player will not be a much better statistician than someone who is a very good poker player.
If you want to improve your skills in something, identify it. Poker will help investigative journalists in their career, but may be useless for a soccer player. If you wish to be an architect, video games about buildings will probably help you more than months of latin/calculus.
Know the kinds of skill your career needs, and then focus on doing things that help it. Chances are that most people already do this. And most of those people end up taking careers in things that they've developed skills for in their spare time.
If you wish to be a polymath/jack-of-all-trades, you should learn mathematics, which is applied to everything in the universe. You should learn engineering, which is a practical application of mathematics. You should take philosophy, which is at a much higher level than mathematics, but focused on people.
And if you simply want to learn practical knowledge, read biographies and listen to interviews. A lot of people live for dozens of years and manage to bring out all the important life lessons they've gone through in half an hour. Biographies are a pretty damn good deal.