SSHDs typically come with 8GB of NAND cache. SSDs are only about 4x faster at sequential files, but 30-100x faster at 4k (small) files. So there's little point wasting cache space on sequential files. They will mostly cache your small files, which are what kills HDD performance (most HDDs can barely hit 1 MB/s at 4k read/writes).
So the 8 GB cache will go a long ways, and speed up access to a lot of files (since it'll be used mostly for small files). As mentioned above, it's enough to make Windows boot times similar to a full SSD. Likewise, if you have programs or games which need to read lots of small files to start, these will start at near-SSD speeds as well.
What won't be cached are larger files, rarely-accessed (or first-time accessed) files, and recently written files. Those will be read as slowly as a regular HDD. Likewise, writes are not cached, so it will act like a HDD for writes. The degree to which a SSHD will speed up a game depends on how the game stores its data files. If it makes one big binary blob like GW2, then it's not going to be much faster. If installs hundreds of thousands of small files on your disk, the SSHD or SSD will help a lot.
My general recommendation is to get a SSHD only if your system can take a single drive and you need multi-TB storage like a HDD but don't want to give up SSD-like speeds. If like most desktops your system can take multiple drives, just get a small SSD. Install Windows and your regular programs on the SSD. Large programs like games should remain on the HDD. If there's a particular game you're playing frequently, you can temporarily move that to the SSD (fairly easy with Steam). When you lose interest in that game or start playing a different game, move it back to the HDD and move the new game to the SSD.