Are there any files or sample data we can index in to Splunk except game site data that Splunk provides?
Can anyone provide this or other resources to get sample data?
If you're just trying this out on your local workstation, you have a lot of local files to play around with. This is a good idea, even if you're working in a project to evaluate or implement Splunk in your organization. On Windows systems, you will have the event logs, and on *nix, there are a lot of stuff in /var/log.
This will give you a chance of getting to know the search commands, building dashboards, scheduling searches etc etc, without making alterations to a test/PoC environment.
/K
Additionally, there's loads of data on the web. Some kind souls even built apps that connect that data to your Splunk in no time flat. Some examples:
Twitter: https://apps.splunk.com/app/1162/
Weather: https://apps.splunk.com/app/201/
Stocks: https://apps.splunk.com/app/202/