Are there any known health benefits / risks from milliampere current (0.1-2 mA) on forehead?
Interesting question!

You ask 3 questions if I am correct:


What is tDCS;
What are the adverse effects of tDCS (at 0.1 - 2 mA);
What are the health benefits (enhanced focus);


I will answer your questions one by one:  

(1) What is tDCS: tDCS devices are TransCranial Direct Current Stimulation (tDCS) devices. They send direct current through (trans) the skin and skull (cranial) to the brain.

(2) Adverse effects: EDITED: A review by one of the leaders in the field (Nitsche et al. Transcranial direct current stimulation: State of the art 2008; Brain Stim. (1) 206-23) mentions that current densities between 0.029 and 0.08 mA/cm2 are regularly applied in humans, with session durations of up to 40 min. Side effects are summarized in Table 1 in the cited review. Side effects are mostly nonexistent, though quite a few studies report some itching or tingling sensations under the electrode surface. Very rarely headaches or more serious side effects are reported. The authors predict that the limits will probably increase in the coming years (i.e., after 2008). 

A more recent review, however, mentions a slightly lower upper limit of regularly applied current densities, namely 0.066 mA/cm2 in humans, using stimulation times of up to 20 min. 

The highest upper safe current limit I could find is mentioned in a 2009 paper by Bikson et al. that mentions 0.14 mA/cm2 based on animal data. 

Note that it is not current level per se that determines safety, it is the density of the current that matters. Moreover, the duration of stimulation will be an important factor to take into account. 

To go back to your device: in case of 3.5 x 3.5 cm square electrodes (i.e., 12 cm2) as mentioned in the question, the current level range (0.1 - 2 mA) represents a current density range of 0.008 - 0.16 mA/cm2. However, I skimmed the website and they mention 3 cm square sponges or 3.5 cm diameter circular sponges, which brings the upper limit to 0.22 and 0.28 mA/cm2, respectively. The website says the device can be used up to 40 min.  

In all, based on this literature review on tDCS and despite the company claiming their device is safe, I would conclude the upper limit of 2 mA not advisable, as its assciated current density exceeds the upper limits that I was able to find (Note, my answer is by no means a comprehensive review on safety of tDCS !). Dependent on the exact electrode surface you could calculate your own safety limit based upon the references cited.   

(3) tDCS and enhanced focus: Health benefits in terms of ability to focus: I searched Google Scholar using the search term "TransCranial Direct Current Stimulation attention", which yielded no useful hits. 

Another way to go for your focus question is to look at what cortex is situated underneath the 'forehead' that is stimulated by this device. Basically it is the prefrontal cortex: 
  

Stimulating the prefrontal cortex reportedly increases working memory (Fregni et al., 2005) and motor learning (Nitsche et al., 2003). Working memory basically allows a person to use acquired information (let's say seconds or perhaps minutes ago) in subsequent tasks. Motor learning is essentially training of motor skills. Both motor learning and working memory are essential in gaming(!). However, one should carefully read the cited articles (and perhaps related ones, I gave just a few) in terms of effect size, electrode placement and stimulus conditions (including, but not limited to: current level, stimulus duration, stimulus waveforms, stimulus frequency, session duration etc.) to extrapolate their findings onto your device.