This study explores the role of agency and music agency in shaping players' experiences in video games. Using a qualitative approach, the study analyzed the experiences of four participants who played a music-based video game. The results suggest that agency and music agency play a crucial role in shaping players' engagement, immersion, and emotional investment in the game. Participants reported that having control over the music in the game provided them with a sense of control and agency, contributing to a more immersive and enjoyable experience. However, the study also highlights the importance of balancing agency with the level of challenge presented in the game. While providing players with agency can enhance engagement and satisfaction, it may not necessarily increase the level of challenge in the game. The study offers insights into the complex interplay between agency, music agency, and challenges in shaping player experiences in video games. Overall, the study provides valuable contributions to the field of game design research, highlighting the importance of considering player agency and music agency in crafting engaging and satisfying gaming experiences.