It is an Incoming Call Banner which was introduced in Android Lollipop. A call never disturbs you when you are playing games, rather you will see a small banner with caller name and number.
Download the Android App Lollipop Call from
You have to just open the app one time, No setup required at all.
But you have many customisation options in the app.
You can choose theme out of 14 color theme options and You can change language of the app too. Change the position of the banner as you want.
When you receives a call you'll see the banner. Choose action to take call or reject call. You can change the position at this time also and it'll save for next time.
You can disable the banner on lock screen, because you are not playing with your phone at that time.
You can hide the banner and see the original call screen after picking the call.
A feature rich app can make you KING of your phone.
Enjoy Android. :)