The new “Game Mode” coming to Windows 10 is a feature that allows for prioritization of your resources for gaming with the intent of bumping up frame rate.
According to a blog post, Game Mode will have to be activated with each game by opening the Game Bar and checking the box to enable it. Again, it will need to be done for each game when you start. It was mentioned that a few games will activate the mode automatically.
Other things Microsoft is working on include updates to the Game Bar and other features not a part of Game Mode although they can be used in tandem with Game Mode. At the moment Beam is lightly occupied in the same way that YouTube Gaming was initially, but should pick up with Microsoft also working on the service.
You can expect all of the gaming features to arrive in the early part of the year as part of an update for Windows 10 Creators, but Game Mode, Game Bar, etc will arrive tomorrow for earlier Windows builds.