As Jeffrey pointed out, you are more likely thinking in terms of activity diagram, your nodes being the actions that happen and not the states.
If you want a state diagram, you need to shift your mind to the background of your currently identified actions. So in the simplest means, there are two main states in your system:

Let's zoom into the first state, which appears to be more complex and deserve some substates. You have identified an Enter a name
action while in the game configuration state. Until this action is completed, the name is not known. Once it is completed, the name will be known, but a validity check needs to be performed. You could express this with the following states:

You'll see that when entering the substate No valid name known, the first things that happens is to ask the name. And once everything is fine, you've finished the sub-state machine and can continue to the new states.
The plantuml code is:
@startuml
state Configuring {
state NameNotKnown as "No valid name known":entry / Ask name
state NameKnown as "Name knwon"
[*] --> NameNotKnown
NameNotKnown --> NameKnown : Name entered
NameKnown --> [*] : Name is valid
NameKnown --> NameNotKnown: Name is invalid
}
[*] --> Configuring
Configuring --> Playing : Launch game
Playing --> [*] : Game over
@enduml
It's worth to mention that you could fine tune this diagram, using entry
, exit
and do
behaviors in each simple state. Moreover, you could simplify my example using guarded transitions, and even behaviours that are expressed at transition level.