You can get add-on plugs for lamps at a hardware store. They are made so that you can stick unstripped wires into the holes on the back, and then close up the socket and you are good to go.
Or the cheap way, cut a power cord off of some junk thing you don't use any more, and then peel back the outside sleeve of the power cord to the plug and the light. Connect black wire to black wire, and white wire to white wire. Use wire nuts for connections and then wrap wire nut with electrical tape.
To tell you the truth, you should have a decent understanding of electronics and wiring before you ever take the casing off of anything electrical - including arcade games. It could save your life in extreme cases, but most of the time will just keep you from getting a full body muscle workout.

(IE getting zapped)
It was not a stupid question at all, and I'm glad you asked it. Dumb people are the ones that just start hooking crap up and then bad things happen.
Notice that I was just picking with you at the beginning. I love answering newbie questions. Feel free to PM me any questions you are uncomfortable asking in public.