I'm sorry but "The Game" seems so incredibly stupid. There's no logic to it! If you lose The Game by just THINKING about it, can you get back in after you lose? Confusing... and STOOPID!
However, I think in this case, the girl said, 'I think I am losing the game', not 'I have lost the game'. So sounds to me she is refereing to life in general. ie, not making enough money to cover her bills, life just isn't going the way she wanted it to.