Is possible to sell a game made in BGE?:yes:
it may sound a stupid question…i searched all the internet for this but i didnt find something exact!:no:
Sure, if you can convince people to buy it.
Yes, you can. You can even sell Blender.
But… according to Blenders GPL, if a file contains GPL the whole file is GPL (including your work). You have to provide the sources of the GPL files together with the compiled file. You can not prevent anyone to distribute or sell the files after you gave (sold) it to them.
That means if you create a runtime.exe everything in this file is GPL.
You can get around that by let the runtime.exe load an external blend. The external blend can be under a different licence as long as it does not contain GPL. So you can explicit forbit or allow to re-distribute or change that file without your permission.
Unfortunatly technical there is nothing to prevent that.
Anyway there are a lot of threads discussing the licence issue.
Anyway there are a lot of threads discussing the licence issue.
like what ??? 
Well it comes up a bit in this thread: http://blenderartists.org/forum/showthread.php?t=130089&page=1
That thread also features the BPPlayer which will let you make non-GPL stand-alones and create encrypted .block files from blends so they can’t be opened (without absurd and illegal effort). Check it out.
The answer regarding the BPPlayer is right on, right now the best solution to use to sell your game commercially.
It should work with any .blend file (I wouldn’t be surprised in 2.5 .blends worked in it too)
BPPlayer thread
http://blenderartists.org/forum/showthread.php?t=130089