Dexterity is roughly how hard it is to play a game physically. A game needing fast reflexes would have higher dexterity. A game which requires good hand eye co-ordination would have higher dexterity.

Dexterity like the other qualities I have attempted to categorise the games by is subjective. So someone who is very dextrous would probably feel dexterity is not an interesting quality at all to categorise games by. But for me it is quite important.

To me first person games need more dexterity than third person games. They may be more immersive (which is also a very subjective quality).