Afternoon,
Xeon CPU's are made for server's because of their durability and reliably in running at high load for long periods of time.
If you are intending to play games then I would advise you to NOT get the Xeon, there are two reasons for this.
1. The Xeon CPU's only work on 2011 boards which means that if you ever wanted to get say an i7 in the future, you simply can't.
2. Xeon CPU's are specifically built for server's or high loud workstations, while it will run games fine and at decent FPS, the i5 is simply a better choice.
The core series, specifically the i5 is made for gamers, Intel knows that a lot of gamers want to user i5's for gaming and so they developed the i5 specifically for those purposes in particular.
If you get an i5 you will most likely be getting an 1150, 1155 or 1151 board which will give you better upgrade options in the future.
Best Regards,