On MSN games, I told a person that he needed a bullet into the forehead. If I don't know the person or where is he, did I commit a crime?

The general rule is that threatening is a crime.  Therefore, if you have threatened to shoot someone, then you did commit a crime.  That being said, based upon the facts that you have provided, I think that it is very unlikely that you will be arrested for this crime.  The individual would have to report it to the police, which I think is unlikely.  Then, even if he did, given the context of the "threat" (that it was made during a game), I think that it is unlikely that the officers would give its investigation a high priority.  In any event, if you are contacted by the police, you should deny illegality and then state that you will not answer any questions without an attorney present.  Do not make any further statements, and then you should hire an attorney.  By following this advice, you will minimize your risk of being arrested and/or convicted of this crime.  Good luck.