To prevent abuse, both windows and iframes cannot normally assign focus to themselves automatically. The user must click or touch inside an iframe to intentionally give it focus. You can encourage that with a "click here to start" type button. Unfortunately as gamepads aren't able to specifically direct input to a window, I don't think you can use a gamepad to transfer focus.
One exception may be that the parent frame may be able to transfer its own focus to the iframe with something like iframeElem.contentWindow.focus()
. That might require a user input too, but I'm not sure, I can't remember the browser rules around that off the top of my head.