Yes. If your game is based upon, or derives from (however loosely) a fandom, then please select that fandom. Not only does it help people find your game, it gives credit to your fandom's original creators.

For example, a Pokémon site that has an entirely new cast of characters/monsters/move sets/etc., and is set in an alternate universe, should still list "Pokémon" for their fandom.

If your site derives from multiple fandoms please list your fandom as "Panfandom."