Character immersed in some game (5)
I believe the answer is:
omega
'character' is the definition.
(letter of the Greek alphabet)
'immersed in some game' is the wordplay.
'immersed in' says the answer is hidden in the clue.
'OMEGA' is hidden within 'some game'.
(Other definitions for omega that I've seen before include "Greek long 'o'" , "long letter" , "character from Athens" , "Athenian character" , "letter to Greeks" .)