Nigel forgot to mention that all of the components described above must be connected in series. That is, connect the components in such a way, that you form a huge loop. And because (I think) you are very new, use a LAMP as your light source because you dont have to worry about which end goes to -ve or +ve.
OK Robbie, this is my understanding...
At it's simplest the game is to navigate a loop of wire along a "bent Wire" track,
if the loop ever touches the track then some form of alarm is raised.
In this circuit it is a light bulb, a buzzer might be better as it can't be argued about as much ... "You touched the track- I saw the light" -- "No you never - I didn't touch it"
This is the simplest circuit I can think of - what GCSE subject is it for? if it's some technology then I think you will have to 'beef it up' a bit - maybe add a latch so that if the loop ever touches the course wire the fact is 'memorised' until reset for the next attempt at the game.