To quote explainxkcd.com:
The Game is a virus-like mind game. The rules are as follows:
1. Everybody in the world who knows about The Game is playing The Game. (Or: Everyone is playing The Game.)
2. If you think of The Game, you lose The Game.
3. If you lose The Game, you must announce that you lost. This is often done by loudly announcing something like "I/You lost The Game," or "I lost." This usually causes other people within earshot who are playing the game to think of the game, causing them to lose the game as well, which may cause a chain reaction with people all around announcing that they lost the game. Additionally it will make people ask about the game, which will make them new players, once it is explained to them.
4. Once you stop thinking about The Game, you are back in, and can lose again.
From the simple way the rules are set up, there seems to be no such thing as winning The Game, except possibly by permanently forgetting about its existence. This comic gives you an alternative way to win, by simply telling you that you win and are now free from the mind virus. An alternate interpretation may be that reading this comic causes you to lose the game, because it reminds you of The Game.
Wikipedia page about The Game: https://en.wikipedia.org/wiki/The_Game_(mind_game)
