Traveling with a gaming system

I’m flying Southwest this week to Florida and with the tropical storm coming in, I’m thinking I won’t be outside much on Thursday/Friday. I know you’re allowed 2 checked bags, but I don’t really want to put my PlayStation in a checked bag. So I was planning on taking my backpack that I always travel with, and was wondering if I would be allowed to put my gaming system in a duffle bag and also have that on the plane with me. Also, would I have any issue getting through TSA with it? Any advice helps!!! Thanks