If you don't want to receive notifications from games that your friends need your help with or, on the other hand, you miss these notifications and want them back:

1. Open the desired game or application;
2. Click "Information about the game" under the game;
3. In the window that appears, click "Turn on/off";

Please note that game notifications and game invitations are different things. If you are also bothered by invitations to games you never play, you can learn how to disable them here.