First, you should decide what UX aspect is important, e.g. utility, usability, aesthetics. A serious game should have a very good usability and stimulation, right? Then, the question is, when in the product life cycle UX assessment methods can be applied? If the product development is finished already, then you might use the classic techniques like heuristic evaluation, observation and eye tracking. Thinking aloud is sometimes difficult to apply during games (dynamics, real-time interaction etc.). Eye tracking is quite interesting in this context.
I second dr. Petrasch's answer. I would also add that user experience can be considered as a subjective comprehensive attitude/opinion of the game formed after trying it, which is Gestalt-like and not just a sum of the single UX aspects. To explore this dimension it would be useful to interview the participants to your research, both singularly and in groups (focus group).
I agree with Petrasch. Perhaps you could share a little more background on the kind of investigation you are preparing to undertake? Are you interested in usability, engagement, subjective learning outcomes or some other construct?
Generally I go for think-aloud studies followed up with individual or group interviews for pure usability and user impressions, but we run split- or factorial tests (both modeled as closely on RCTs as possible) with online-users or a large group of students/testers to test more specific hypotheses. Here I prefer combining subjective (standardized inventories like the IMI) and behavioral measures of e.g. performance or time-on-task with ethnographical observations to tease out situational factors.
We have book chapters underway on mixed methods and effect studies in game research. If you are interested in a pre-proof copy, let me know.
We have explored a talk aloud procedure and then have the players view a split screen of themselves and what was going on in the game and further elaborate on their comments and game play.
I would suggest to read some proper material about this matter. All the previously given answers (and much, much more) are addressed in the following books:
Bernhaupt, R. (2010) Evaluating User Experience in Games, Concepts and Methods. Springer, London.
Hartson, R., & Pyla, P. S. (2012). The UX book: process and guidelines for ensuring a quality user experience. Elsevier.
User experience is a pretty broad topic area, especially around serious games - it could be interface usability, concept understanding, engagement, etc. So the first step is to more clearly define which aspects of the user experience you want to focus on. If you are interested in evaluating engagement as a measure of holistic experience, I worked on a questionnaire a few years back that could be useful to you.
Conference Paper Virtual Experience Test: A virtual environment evaluation qu...
Not an expert in the field more an informed opinion, I would personally:
1 - Make a group of humans play the game preferably a few of the target serious game audience and a few not to try to give outside perspective.
2 - By questions (not direct yes or no or classify from x to y but more broader questions preferably answered verbally and recorded for posterior analysis) assess what thy thought of the game was it enjoyable did they learned the intended skill/knowledge, did they lost to much time doing so.
3 - DO steps 1 and 2 until some desired middle term between time required and enjoyability justify the usage of the serious game.