In recent years, location-based Augmented Reality (AR) mobile games have been widely played by many players, and the Pokémon Go game is a success story, which has become a global phenomenon. As this game has attracted millions of players in the world, it is interesting and important to understand players' experiences in playing the Pokémon Go game in which players need to play in both physical and virtual environment. We conducted a pilot exploratory study of the Pokémon Go game with 8 participants in Finland. We used both questionnaires and interview study to understand their experiences in the gameplay. The findings show that the Pokémon Go game has the potential to promote players' physical and social well-being in terms of physical activities in the physical world and social connectedness among players. In addition, it is a fun and safe game for players to play in the real-world. The preliminary findings from this study can be insightful for our future study with a larger number of participants in different countries, as well as other practitioners and researchers in the same areas