The goal of Mahjong is to eliminate all of the tiles from the board by finding their pairs. Not only is it fun to play Mahjong, but, it is also great for your brain!. This guide is intended for beginners who wish to get an overview of how the game is played. For more detailed information of how to play the game see the Step 1: Object of the Game · Step 4: How do I play the Game? · Step 3: The Tiles. How to Play Mahjong. Mahjong is a Chinese game invented near the beginning of the 20th Century that requires skill and strategy. This article explains the basic.