First big spoiler: this story has always been about "this world", not the "player's world". Lufasu wasn't transported from another world - it's just that the memories of the "player" was simply copied from his world (the one with games) into hers (the "game world"). There has always been only one Lufasu. She's always been a woman - no gender bender here!
The player is just living his life normally in his world, and it's the game that's been modeled like this world, NOT the other way around!! And that also explains why Lufasu couldn't find any "players" in this world.
So who copied the player's memories and why? Why him in particular? Who is Diina? And who created the game? (Okay well I can't answer that last question since the Korean raws didn't go that far but I can tell you the role the game played in this story)
To answer that question, we need the second big spoiler: that Goddess that is referred to a few times from time to time? That's the REAL bad guy - trying to control pieces to create her ideal/perfect world. The Demon King? Set up. Lufasu? Same. (these two fellas got too strong/dominant for the Goddess' liking, who wanted a more "balanced" world)
And Diina? She is to the Goddess what Jesus is to the Christian God. Seriously. (she is also really a half-elf, which is why she even lived for 200 years in the first place. She can also change appearances - one of her class skills, iirc). She is supposed to carry out the Goddess' tasks, including controlling pieces. And 200 years ago, she was tasked with dealing with Lufasu, which entailed making her "die" and "wiping" her memories by copying someone else's memories onto her if/when she comes back so that she would not be as dominant as before and in hopes that she would not be challenging the Goddess with a different memory/personality.
The thing is, though, long before Lufasu's "defeat" 200 years ago, Diina (who got sick of the Goddess' bullshit by that point) was already aligned with Lufasu - her true identity is, in fact, the secret, 13th star of heaven! And this means that Diina and Lufasu was conspiring to overcome this Goddess' plan.
So while Lufasu did have to "die" for the sake of this world (otherwise Goddess-sama would notice), the Goddess left Diina to do the all-too-important actual copying of memories onto Lufasu. So long before Lufasu's defeat, she had Diina copy Lufasu's personality into a newborn kid (yes, this is the "player") in another world (his world), so that when the time comes for Lufasu to resurrect, Diina would copy his memories onto Lufasu, so that Lufasu, even with her memory overwritten, would still act the same as before. That is why he played as Lufasu in the game (which was set up to model Lufasu's world), why he did all the same things as the actual Lufasu did, and why it was so crucial that it was him that was copied over!
All of this so that Lufasu would one day regain all of her memories and fight the true enemy - the Goddess; because after all, if Lufasu would've done something, then so would the player. So Diina's role is to basically guide the amnesic Lufasu into "this world" and set her on the path to the aforementioned goals. That's why she's been manipulating the demons behind the scenes. That's why she's been lying to the Goddess, and even Lufasu herself - at least until she recovers all of her memories. All for the sake of Lufasu (imagine what kind of shitshow Lufasu would have if Diina dumped ALL of the info onto Lufasu the moment she resurrected - in fact, in later arcs, Lufasu has lots, and I mean LOTS of trouble digesting/coming to terms with just bits of the memories!)
And I am informed that Lufasu does indeed recover all of her memories (the recovery will really start to ramp up starting with next arc) by the end, conquers the Demon King and makes him her subordinate, and sets out to defeat the Goddess. The End.