Hi.

I'm a student about to start studying for a Masters in Software Engineering. I really want to break into the game industry once I graduate, so I've set up a linkedin account to keep in touch with the few people from the industry I've met so far.

There's one fairly big disadvantage that I'm going to have. I have no employment history in IT or in a game development related role!
Therefore I haven't listed any jobs under the "Experience" section. My past jobs have only been things such as working in shops or doing data entry.

I know those jobs aren't going to impress anyone, but I was wondering if I should add them anyway? The reason being that at the moment it looks like I've never worked.

I appreciate any advice/opinions on this.

You're a student. Nobody expects experience. If you have nothing you think impressive enough to put there, it's okay to leave it blank.