Where is "My Games"? I don't see my games.

“My Games” appears only once you are signed in: on mobile it is the first tab in the bottom bar (“Home”), and on desktop it is “My Games” in the header. It shows “Upcoming Games”, the games you joined or created. Until you join one it says “You don’t have any upcoming games.”

Find a game in the games feed and join it, or create your own, and it will appear there. The games feed is for finding games, not a list of your own.