I think its gonna be okay…
selling games its like your selling you clothes or shoes to your friend or online shops. but for online shops like steam or other I think your personal or entity tax information is needed/required
and as long your game and content inside it is legal and allowed by law I think its not problem,
but must keep in mind for create accurate and clear accounting book report for your personal purpose, tax or for EPIC royalty report if you use UE4 
but forming an legal form is easy, If your country can’t register you as 1 person, just ask you family for additional member
I don’t know what english is, but for taxed stuff I think just register in your “tax offices” in your country, you will get some information about number or etc, I believe that needed in online shops like steam or other shops…
please correct me i if wrong