"You want to make a bet. Okay. If I win, you come with us."

Death playing chess
GNU Free Documentation LicenseDeath playing chess - Credit: Håkan Svensson (Xauxa)
Shadow and Czernobog are following in the rich footsteps of folkloric tradition here, the challenge or game of wits.  Each wants something from the other enough to enter into a bargain.

This scene can be compared to tales of men playing chess with Death in exchange for their lives.