When I was 14 I had two favorite things; playing some Quake 3 or Unreal with my buddies online or at LAN parties, the 2nd was metal, which stemmed from a torrid affair with Viva La Bam and the bands espoused by Margera and company (System of a Down, Children of Bodom, HIM, Bloodhound Gang, some others I can't even remember, i just remember that in hindsight they were pretty terrible sans COB)
My liking of metal evolved into stuff like Lamb of God and Slayer (after a brief period of Slipknot, Disturbed and Rammstein) and diverged into Dragonforce (before Guitar Hero 2 and their meteoric rise in popularity with nerds) and other Power Metal bands like Wintersun.
More recently I've been delving into more Electronica/Industrial stuff like VNV Nation, Assemblage 23 along with one of my favorite bands, Muse.
My recent preferences aside, I would say that the link between metal and video games, as articulated by other people in this thread, is the "Escapist" (HA!) element of both media.
In short, lots of people who identify as gamers (being as they play video games a lot, and can really get into the game and world of the game) are a bit alienated with other people. Of course, this attribute isn't applied only to gamers, this alienation can be seen in Metal as well.
Metal's really an easy scene to get into, unlike other things like sports or painting your nails or whatever non-gamers/rockers do. All you really need to fit in from the getgo is to espouse your anger and to find at least one band that you like (not hard to do with the wide variety of metal genres out there). This may seem a bit idealist, but Metal's accessibility gives it almost an 1800's American "Give Me your Tired, Your Poor, Your Hungry" vibe (for a better metaphor, tack on a "AND BUY ALL MY METAL ALBUMS" to the end of that).
oh, sorry for the wall of text.
TL;DR - Video games and Metal appeal to the same base interests; violence and ease of social interaction among fellow aficionados.