This phrase refers to illegal activities in many places and conveys desperation or lack of choice. After losing everything, he felt being on the game was the only option.
Pro Tip 2/3
Colloquial Warning
Use cautiously; this phrase is informal and might offend or be misunderstood. I heard she was once on the game, but it's not polite to discuss.
Pro Tip 3/3
British Slang
It's a British expression and may not be understood or accepted internationally. He moved to the UK and heard about people being on the game.