Background: Digital gaming is one of the most popular forms of entertainment in the world. While prior literature concluded that digital games can enable changes in players' behaviors, there is limited knowledge about different types of behavior changes and the game features driving them. Understanding behavior changes and the game features behind them is important because digital games can motivate players to change their behavior for the better (or worse). Objective: This study investigates the types of behavior changes and their underlying game features within the context of the popular pervasive game Pokémon GO. Methods: We collected data from 262 respondents with a critical incident technique (CIT) questionnaire. We analyzed the responses with applied thematic analysis with ATLAS.ti (ATLAS.ti Scientific Software Development GmbH) software. Results: We discovered 8 types of behavior changes and 13 game features relevant to those behavior changes. The behavior changes included added activity in life, enhancing routines, exploration, increased physical activity, strengthening social bonds, lowering social barriers, increased positive emotional expression and self-treatment. The game features included reaching a higher level, catching new Pokémon, evolving new Pokémon, visiting PokéStops, exploring PokéStops, hatching eggs, fighting in gyms, collaborative fighting, exploiting special events, finding specific Pokémon, using items, Pokémon theme, and game location tied to physical location. The behavior changes were connected to specific game features, with game location tied to physical location and catching new Pokémon being the most common and connected to all behavior changes. Conclusions: Our findings indicate that the surveyed players changed their behaviors while or after playing Pokémon GO. The respondents reported being more social, expressed more positive emotions, found more meaningfulness in their routines, and had increased motivation to explore their surroundings.