An analogy might help... if I am riding my motorcycle down the road, and a car turns in front of me and I hit them and crash, I can react two different ways:

Blame: "That motherfucker turned right in front of me! He broke my arm and destroyed my bike!"

Own It: "Goddamn. I've been in an accident, my arm is broken, and my beautiful bike is destroyed. Was I going too fast? Was my headlight working? Should I have been in the other lane? How could I have avoided this?"

In the first example, there is no resolution. I am completely disempowered to do anything to make my situation better. It will sit in the back of my mind forever and will always be "that asshole that hit me." I have given all the power in the situation to the other person (who is clearly a dick because he ran over me and my motorcycle), and that thorn is now stuck in my brain for ever.

In the second example, I have agency. I am empowered. I can - and will! - answer every single one of those questions. I will learn from the situation. I will become a better rider because I have analyzed the situation and my actions deeply. And it will live on in my mind as "that motorcycle accident I had", rather than letting that other person live in my brain for ever.

So. To answer your question: A world in which you have agency, or power over your situation, is a world that you are the master of. You hold the steering wheel. You are the driving force.

The alternative is to be someone that the world acts on. The world is inexplicable and unpredictable and spiteful and you need to defend yourself against the vagaries that are constantly visited upon you.

Is it just playing word games with yourself in your head? Yes. Essentially. But it works.