The only time you really need to worry about heat outright damaging your computer hardware is if it actually crashes/shuts down. Hardware longevity is a different matter, though, and not something we can measure immediately. Practically speaking, that means awareness of your device's operating limits and the environment; if the ambient temperature of your environment is something like over 90F with humidity, you probably shouldn't use a computer at all, for example. I believe the user manuals for the Surfaces have information about operating temps somewhere.
Even though heat in general is an enemy of all electronics, the cumulative effects against durability for the average user isn't something to worry about if you're indoors in decent temps; a few hours of gaming here and there counts as "average" to me. If you game on it for days on end, that naturally introduces more wear, however (this is why real gamers have desktops--ventilation or fluid-cooling). Enjoy your Pro.