So I've seen a lot of installers, and on almost (if not every one, I don't keep track), all of them, there is a EULA, and specific items that are seen on all installers. However, I'm going to be making my own installer for a game, and I'm wondering if there's certain things that need to be included. Do I need a License Agreement? Should I have a license agreement? Etc.
It depends, as noted in the comments, on the agreement you want to make with users. It may also depend on the jurisdiction where you distribute the game, which may require you to grant (or deny) certain rights to users. If you use certain middleware or tools to build the game, they may require you to require certain things of users or present certain legal disclaimers.
You should absolutely consult a lawyer.
You generally do need some kind of license agreement; if nothing else you need to be granting the user the permissions to use, in limited form, the intellectual property you have distributed to them (by running the game's executable).
From a practical perspective you probably also want to disclaim certain responsibility (e.g., if the software deletes their hard drive because of a bug).