Aside from the gunsmoke and dirt and filtered air and sweat everywhere, I mean. Artist AJ Hateley thinks she has an answer, at least when it comes to the scent of some famous game characters and places.
So she's made this range of candles, designed to give off the smell of the place/person in question. There's one for Zelda, one for Portal, one for Final Fantasy and one for Skyrim.
I want to think the Zelda one smells like pine, with hints of raw milk and jelly. Portal? Must, with overbearing tones of lemon. And Skyrim's is probably overencumbered with the smell of fur and dirty gold.