As a large proportion of your players are European, and you are aware of this, you need to make changes to how you handle data and webpages for Europeans. You need to add a cookies permissions question, and change your terms and conditions as they are wholly unenforceable against a European citizen. US courts have no jurisdiction over us, and the general rule in the EU is that if you make a payment with a reasonable expectation of a service, you are entitled to that service which cannot be disclaimed from.
With regards to the cookies issue, I will be reporting it to the ICO fairly soon, so I would hope that you take it seriously.