AD&D
Advanced Dungeons and Dragons, a FRPG produced by TSR.

CCG
"Collectable card game."

D&D
Dungeons and Dragons, a FRPG produced by TSR.

FAQ
"Frequently asked questions."

FRPG
"Fantasy role-playing game."

GDW
Game Designers Workshop, a company that produced many military wargames and RPGs. They produced the classic SFRPG Traveller ("Classic" Traveller, MegaTraveller, and TNE) and the post-apocalyptic RPG Twilight: 2000 as well as several other RPGs. They were famous among professional military wargaming centers for their modern-day wargames.

INWO
Illuminati: New World Order, a CCG based on SJG's classic game Illuminati. Produced by SJG.

MTG
Magic: The Gathering, the first CCG ever produced (also the most successful). Produced by WOTC.

RPG
"Role-playing game."

SFRPG
"Science fiction role-playing game."

SJG
Steve Jackson Games, a company in Austin, Texas that produces INWO and other games.

TLA
"Three-letter acronym." (I first encountered this acronym inside the FAQ for INWO maintained by Seth Cohen.)

TNE
Traveller: The New Era, the third edition of Traveller.

TSR
Technically, "TSR" isn't an acronym. TSR is the company that produced D&D and AD&D. It established an evil reputation amongst other game companies, due to their Bill Gates-like business practices. They recently went bankrupt and were bought out by WOTC.

WOTC
Wizards of the Coast, a company in Washington (near Seattle) that produces MTG and other games.