I'll offer a few more clarifications.
Take the examples of Go and Chess. People would say that Go may perhaps be a deeper game than Chess, but that it has a much simpler ruleset. Fair enough. It is true that to get started on Go is much easier than to get started on Chess, since the latter has various kinds of pieces, each of which is only allowed to make only certain kinds of movements. In Go, on the other hand, there is only one type of piece to learn, so the starting ruleset is easier to memorize.
Now consider the electronic versions of Go and Chess. The rulesets of the electronic versions -- i.e. the minimum number of rules the player must know in order to play the games -- immediately become zero. When you try to make an illegal move in Electronic Go you get a BEEP! sound, and the same thing happens with Electronic Chess. There is a rule, hardcoded into both these games, stipulating that when the player makes an illegal move they hear a BEEP! sound and nothing happens. So, with this one additional rule, the minimum amount of rules one must learn in order to play Electronic Go and Electronic Chess have been equalized.
What does all this have to do with the actual depth of these two games? Perhaps nothing. Most probably nothing. In fact, we are not even quite sure whether Go is the deeper game, until someone has actually mapped out their possibility spaces by computer modelling. Intuitively, and by the fact that computers can beat Kasparov in Chess but not Go players, we sense that Go must be the deeper game, but from the simple fact that Chess requires at first a bit more memorization we can't deduce anything.