Spoilers for ahead for the The OA Season 2. The new season of The OA introduces a high-stakes, augmented reality game called Q Symphony. Teens all over San Francisco have been squatting in abandoned houses just to play, because it comes with a huge payoff: supposedly, mastering the fifth and final level will land you a million dollars. But considering at least one teen — Michelle — went missing just as she got close to beating it, it seems to come with some dire consequences, too. So what happens when you win Q Symphony, exactly?
As with anything on this show, there's not a simple explanation. Fola, the Q Symphony player Karim met at the start of the season, said she thinks Michelle won the game — but other than winning one million dollars (which, mind you, is just a rumor), nobody knows exactly what that entails. Another character tells Karim that the purpose of the game is to help a tech guru named Pierre Ruskin unlock the secrets buried within a mysterious house on Nob Hill, where Michelle had been occasionally camping out. We also learn that it was built over a sacred spring and has been game-ified in order to protect that spring. Only those who are worthy are allowed to enter its multi-dimensional puzzle, even if you're able to figure out how to get through its secret entrance. Those who aren't are trapped inside.
So, is entering the spooky forest that OA stumbles upon in Episode 5 what happens when you win? If the whole game was just leading up to the game-within-a-game that is the house, that kind of seems like the case. OA is the only one who makes it out of the house without dying or getting stuck, though we don't see how that happens. She just wakes up in a park.
Michelle, on the other hand, gets to the rose, stained glass window everyone in the dream study envisioned and collapses, as we see in the video from Nina's USB keychain. When Karim ventures back to the house to look for her, Michelle is trapped in another dimension — this one in which OA and Hap are actors on the set of The OA. OA is called Brit, and Hap is a British actor named Jason Isaacs (OA is, of course, played by Brit Marling, while the IRL Jason Isaacs plays Hap). It's a little on the nose, even for this show.
Anyway, this makes it seem like "winning the game" means entering another dimension, which lines up with what the the gamer Kareem encountered in Episode 1 said just before jumping out of the window. "My brain can hold all the brains. My thoughts can dry water. I've seen a million versions of myself." It certainly sounds like he was doing some inter-dimensional travel, right?
Ultimately, though, it doesn't seem like "winning" the game means anything. Q Symphony was just something Ruskin designed to lead teens to the house and figure out what's inside, without actually having to put himself in danger. The OA likely had a different experience than Michelle because she has a larger role in the multiverse, while Michelle was, realistically, just a pawn for Ruskin. You could call what Michelle did "winning the game," but it put her life (or at least her consciousness) at risk. Hopefully, she'll at least get that million dollars out of it.