The Player is the main protagonist of Welcome to the Game.
They are the nameless, voiceless, and unseen character the actual player controls to navigate the Deep Web. It is unknown why the Player is in search of a Red Room and willing to put so much time and effort into finding one, implying they may have either a sick fascination with torture or simply an ignorant and persistent curiosity.
It's likely they're quite educated when it comes to computers, as they're able to constantly recover from serious Hacking attempts. They're Skype friends with Adam, who gives them a quick run-down of the Deep Web of the dangers of browsing it.
|Identity (MASSIVE SPOILERS FOR SECRET ENDING)|
In the Who Am I ending, the player's name, appearance, voice, and personality are entirely revealed to be The Nympho from Rides With Strangers, real name Lydia. Her browsing of the Deep Web is interrupted by her date, The Gentleman. The ending also reveals that her motivation for the Red Room is sick sexual pleasure.