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1. He played for two hours.
2. He was playing for two hours.
3. He had been playing for two hours.
Which one is grammatically correct and preferable? I think the first one is not grammatical. I'm a little bit confused about the third one because there is only one action and we use present perfect continuous tense when we talk about two actions.
All three examples by the OP are grammatically correct. What's missing is the context.
All three options can be correct. It depends in which tense and in what context you are talking about playing. For example:
1. He played for two hours. This refers to an action (or a point in timeline) that happened in the past.
2. He was playing for two hours. This one talks about the particular time span from the beginning to the end of that action in the past. He could be doing something else simultaneously.
3. He had been playing for two hours. This one is similar to second one in the meaning, but it emphasizes that the action of playing was completely done; If he did anything else, he must have done it after this action.
I have nothing to add to the previous answers which both make useful comments and should be read carefully. But I'd like to comment on the assumption behind the post, because it's an assumption I'm seeing regularly in the questions on this site.
The opening post asks a question: Which one is grammatically correct? And the answer will always be: It depends what you are trying to say.
Obviously grammar matters. But grammar is related to content. If you want to communicate fact X, you use the grammar that is right for fact X. But if you want to communicate fact Y, and that requires different grammar, then you use different grammar as required. Grammar never exists in isolation.
So don't think in terms of what is right and wrong. Think in terms of usage. Played is correct. "Was playing is correct. Had been playing is correct. (Had played is not listed but is also correct.) But they are correct in different ways, correct when used in harmony with the events they were intended for.
Forms (1) and (2) are fully grammatically valid. Form (3) would in general be used only if a further statement referred to a subsequent event. Most often this would be in the same sentence. For example:
He had been playing for two hours when the lights went out.
But the other event could be mentioned in an adjacent or near-by sentence. For example:
The lights went out while he was playing a computer game. He had been playing for two hours.
In the absence of any mention of such a subsequent event, this use of a past perfect continuous construction would be at best unusual, and arguably simply wrong.
There are cases where a past perfect continuous construction is used but a later event is only implied, or perhaps not mentioned. But they are not the usual case for this construction. A comment mentions the example of:
John was tired. He had had been playing for two hours.
but in that case, an event of John becoming tired seems to be at least implied to occur after he was playing, or after he started playing.
