My World, My Way is a role-playing game in which players assume the role of a princess-adventurer who traverses dungeons, caves, and other environments in order to prove her worth. Players occasionally engage creatures in turn-based combat choosing actions from a menu screen (e.g., 'attack,' 'defend,' and 'guard'). Light effects and numeric values indicate most damage, while defeated monsters fall over with a small explosion effect. During dungeon exploration, players can navigate several named areas, including a 'Bandit Headquarters' and 'Drunkard Row.' Mild suggestive dialogue is present in the game (e.g., 'There will be no more families or lovers'), and there are several references to having boyfriends (e.g., 'Do you have a boyfriend,' 'Tons of boys like me,' and 'Life is more fun with a boyfriend.').