The Dragon Princess Game Over is an ending which occurs if the party loses a fight in Rania's Fun House against any enemy except Rania herself in the boss fight.
Having lost before even reaching her, Rania deems your performance to be boring. Following the suggestion of one of her cultist's to "cast them into the pit" Eric(a) shortly thereafter finds themself following through an endless void, wiping away body and mind into non-existence. Eventually passing through the other end, sans their original mind and body, Eric(a)s soul survives and is manifest in a new world as a princess.
A Hero arriving at their destination calls out the beast, prepared to slay the dragon and rescue the princess. It is then revealed that there was a misunderstanding, and in fact there is no separate dragon and princess, only the Dragon Princess Victoria Peranax. Victoria as it turns out is the childhood friend "Vicky" of the Hero who he promised to marry as children, a promise she is still holding onto while he is not prepared for the commitment and immediately flees.