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We investigate what quantum advantages can be obtained in multipartite non-cooperative games by studying how different types of quantum resources can lead to new Nash equilibria and improve social welfare -- a measure of the quality of an equilibrium. Two different quantum settings are analysed: a first, in which players are given direct access to an entangled quantum state, and a second, which we introduce here, in which they are only given classical advice obtained from quantum devices. For a given game $G$, these two settings give rise to different equilibria characterised by the sets of equilibrium correlations $Q_\textrm{corr}(G)$ and $Q(G)$, respectively. We show that $Q(G)\subseteq Q_\textrm{corr}(G)$, and by exploiting the self-testing property of some correlations, that the inclusion is strict for some games $G$. We make use of SDP optimisation techniques to study how these quantum resources can improve social welfare, obtaining upper and lower bounds on the social welfare reachable in each setting. We investigate, for several games involving conflicting interests, how the social welfare depends on the bias of the game and improve upon a separation that was previously obtained using pseudo-telepathic solutions.