In Modern Welsh, gwyddbwyll means chess, (lit. “wood wisdom”), however it originally referred a different board game which is mentioned in the ancient Welsh tales of the Mabinogion.
According to this site, the original game was often played on a pegged board with a king and four princes (or defenders) against eight opponents (or raiders). The exact rules have been lost in the mists of time.
The Cornish equivalent of gwyddbwyll is goedhboell, while in Breton it’s gwezboell. The Irish word for this game is ficheall, or fidchell in Old Irish, which comes from the same root as the Welsh and means the same thing. There are more details of the Irish game of fidchell here.
The Welsh names of the chess pieces are:
Teyrn / Brenin = King
Brenhines = Queen
Castell (castle) = Rook
Esgob = Bishop
Marchog = Knight
Gwerinwr (peasant/pawn) = Pawn