Decisions on both personal and public matters benefit significantly if uncertainties and risks are handled with more care and accuracy. It is crucial to refine and express degrees of confidence and subjective probabilities of various outcomes. Experience, intuition, and skills help make the most of uncertain information. This paper proposes a concept and design of a computer game which aims to train and enhance some of these skills. It is an online game, which allows players to indicate their subjective uncertainty on a numerical scale and to receive explicit feedback. The accuracy of the player is conditioned and motivated by the incentives based on proper scoring rules. The game aims to train accuracy and better calibration in estimating probabilities and expressing degrees of confidence. The "World of Uncertainty" (n.d.) project researched the learning effect of the game and its impact on players' attitudes towards uncertainty. The concept of this game can be adopted as part of an advanced and complex game in the future.