Don is the expert on this stuff around here; I'd say that since your
query uses a
where clause involving
game_id = 9, having an index
on that
game_id
field would probably make more difference as the table grows than
whatever you order on -- the number of moves per game will presumably
stay within reasonably small bounds, so ordering moves from a single
game isn't likely to be as expensive as simply finding all the moves
from a game in the first place from a table containing thousands or
tens of thousands of games.
Once you get comfortable with SQL itself, you can use the
EXPLAIN command to get you information on how PostgreSQL will
plan to execute your queries, and then create an index, or rewrite the
query, or whatever, to improve performance.
But getting the thing working right should probably take precedence
over worrying about how fast it will go.
One place to start learning more about SQL's approach to life would
be Phil Greenspun's online book
SQL for Web Nerds.