Annoying some of the contrivances used on tv shows sometimes.
If your online account was hacked, you'd contact the admins, not the police. And probably get your stuff back, and the other guy banned.
Taking a weapon to the other guy's house? Not good. Of course, once he steals it from Sheldon, NOW there's a theft he could report. Or at least he could think about it, until Penny comes back and adds assault to the list of things the cops now have to sort out.
The Penny/Leonard/Priya part of the story was enjoyable, but Sheldon's part didn't do it for me. Know the guys are kinda clueless sometimes, but they're all smarter than that. Imagine Sheldon's smart enough to have a fairly impossible account to hack in the first place. And when Penny says she's clueless about WoW but know the guys, didn't she go through a brief WoW addiction herself at one point, so has experience with the game?