I've seen a guess the candy bar game, in which different types of melted candy bars are each placed into a different diaper (yes, so it looks like poop), and people try to guess which candy bar it is. I'm not recommending or not recommending that game, just mentioning that I saw it.
I agree that games aren't necessarily needed. I was given three baby showers for my son by different groups of people (two were surprise showers), and each time there were no games, just socializing, sweets and presents. That said, if you think the people attending would be up for it, games can be fun and they're often part of a baby shower. A lot depends on the sense of humor of your guests.