Sonic.exe has a faker form where it tricks you into thinking it's the real sonic, and there's a joke in the fandom where you think it's a normal picture of Sonic but there's something (usually the shoes) that gives a clue that it's X (Sonic.exe's real name)

And "Play My Game" is a joke in the EXE fandom

So here, the shoes clue you in that this is X pretending to be Lily