I thought about spreading a story across a video game, comic book and novel, but I am not sure if doing this will alienate my readers, because I don't believe people want to spend a ton of money to experience the whole story, so how do you manage to do this without alienating your readers? Is there some kind of guideline or rule for this?
Make each medium a complete story in it's own right
This can be done, though it is rarely done well. The most important part is to make each part of the story a complete story on it's own. Readers don't want to build up to a climatic moment only to be told "now go play this game to find out what happens."
You can't expect a reader to have seen/player/read everything in the other mediums. It must be possible for someone who only wants to read the books to read them and not feel like they are missing something. Dedicated fans of your story will seek it out in any form, but less dedicated will only stick to their preferred medium.
Each component can compliment the others but shouldn't change them. The events of your video-game story can impact the book but shouldn't be central to it. It may be a good idea to decide on a core medium for the main story and then use other formats to add lore or side plots that aren't required to enjoy the main arc.
What @linksassin says is a good approach, but it's not necessarily the only approach. Sometimes, one medium is the "main story", while the others are "supplementary material". This is the approach taken by Bioware, and several other strong videogame companies: the main story is in the games, while comics and books serve as tie-ins. They are not necessary for the understanding of the games, they get Easter-egg mention in the main games. But they do not stand on their own either. If you wish, they serve as "merchandise" for the games, and keep interest up while the next game is in development.
With other games, most of the story is in the books, while the games focus solely on play. The story is a nice extra, but it is not necessary for gameplay. Nonetheless, the game is still the main product, while the stories are "merchandise" for game fans.
On the other hand, the Harry Potter videogames rely on familiarity with the books or the films, while the Star Trek books and videogames rely on the TV series.
In all those examples, the story has achieved sufficient popularity in its primary medium, that it can rely on part of a strong fanbase to branch into other media as well, generating more profit.
Producing a compelling artistic work which tells a story and engages customers (novel readers, comic book readers, or gamers) is hard. Only a subset of people are receptive to your story, and only a subset of that subset participate in the media you choose. If you try to market only to those people who are read novels and comic books, and who are gamers, you have reduced your base to nearly nothing.
Can it be done? Of course. Brilliant creativity can untangle any puzzle.
The problem will be selling the idea simultaneously to a novel publisher, comic book publisher, and a game studio with a strong enough pitch and business plan that each will take a risk not only on you but also on the other partners.
It is hard. But, if you succeed you will have defined a new business model. You may lead to the partners to merge into a vast multi-media empire.
You are more likely to succeed by a compelling story in one of these forms. With a base of people captured by the story, it would be easier (not easy, just easier) to extend the story into other media. You have the success of one media to help pitch the idea to the publishers of other media.
It is a mistake to suppose that I represent the market, so enjoy watching me make that mistake here.
I read. I read comics. I play games. I would never begin a story knowing that I must do all three to reach the conclusion. If I happened upon one and, having invested the time, reached the end only to be teased, I would reject your scheme and warn anyone who would listen. I would find your scheme to be a buggy conceit rather than an intriguing feature. I would write a scalding review on Amazon.
You could bundle all three forms into a single package with a single price. Once you do, you must solve the distribution problem. Is it sold in book stores, comic shops, or video game franchises? You may be left with only Amazon. Make it all be digital downloads to keep down your production cost. Assuming a digital platform, make the crosslinks be transparent. Seamlessly switch between the three story-telling modes. That could be real fun.