I'll admit, you could do a function like that, but a quicker and much easier way would be to just verify the result returned by ReadIni.
The 4th argument used is the one that will be returned if the function is unable to read the value from the ini file.
As an example:
somestring:=ReadINI('soldat.ini','GAME','Capture_Limit','');
if somestring='' then begin
// Error handling here
Funkslinging();
end else begin
// The variable was read from the ini properly.
FooBar();
end;