This is just a general OOP guideline, but it fits this particular example very well. According to Law of Demeter (see http://en.wikipedia.org/wiki/Law_of_Demeter), the clients of your Player class (in this case, Game) should not know about the Sprite subcomponent. So in your Player class you would have a Move(float x, float y) method defined like this:
void Player::Move(float x, float y) {
sprite.move(x, y)
}
Then, inside Game.cpp, instead of moving the player's sprite directly, you just tell the player to move, and the player will take care of moving its sprite.
Similarly, you should define the Player constructor to set the sprite's origin and initial position, instead of having Game.cpp do it.

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