"The Gamer" is ultimately a series deconstructing the current trend of the "real-life video game" genre, as seen with Sword Art Online, Log Horizon, BToom, and classics such as the .hack series. While video games are certainly fun, they are also designed to be deliberately a bit ridiculous and simplistic, as they are principally a means of escapism from our absurd and complicated reality. Unlike real life, you can choose not to play video games, but if you do choose to play, you accept a life of tedious stress, danger, and simple rewards.
The protagonist Han Jee-Han is a video game addict, and one day his everyday life arbitrarily becomes an RPG, with frequent status updates, HP, MP, and experience points; and so naturally he immediately hates it. As with many other supernatural series, each character has some "personalized supernatural power," and this is his power: he gains new supernatural abilities as though he were a character in a video game learning new skills and techniques and then leveling them up. This makes him ridiculously powerful, in theory, but in practice he is still just a noob who must contend with veterans not bound by his video game logic.
There are quests, mini-bosses, monsters, and achievement scores, but like an MMORPG the protagonist exists in a vague constant state of conflict against other "players" who make a living by hurting innocent people in a variety of creatively cruel yet profitable ways.
There is no arch-nemesis trying to take over the world, so much as there is a meaningless system that arbitrarily gives some people power over others as a matter of birthright. That probably sounds a bit crappy to you because it is essentially an allegory of our own reality, and whereas the protagonist struggles against the absurd logic of his new video game world, we too struggle against a universe where all life begins and ends with equal indifference, and where both cruelty and kindness exist only as a result of how people treat each other, regardless of whether they have supernatural powers or not.
He could choose to leave the supernatural world behind, but that would require ignoring his power and the suffering of others, and so as with real life he must continue to struggle and survive for the sake of living another day of doing more of the same, lest he decides to "end the game" in the same way our own game will one day end.