The purpose of our paper is to analyse the effectiveness of group work and the role of the emotions in game theory activities. Such a setting, unfamiliar to most of the students, allows to build activities with more than one solution and more than one solving strategy. In particular, the activity concerning a cooperative game is reported and, following Kagel and Cooper's studies, it is highlighted how students involving in groups activities have a more strategic and successful approach than those who tackle them individually. One of the aims of this paper is to study the change of the vision of the mathematics after these activities, using the lenses of the Di Martino and Zan framework. Furthermore, this research looks at the metacognitive activities that are stimulated during the resolution and how they lead to the construction of shared knowledge.