Piers Anthony's Apprentice Adept series, probably Split Infinity:
The Game-champion serf Stile is assaulted on Proton by an unknownenemy, but learns he can escape into a mysterious fantasy world(Phaze). In Phaze he meets Neysa, a unicorn, and learns of his magicallegacy as the Blue Adept. Back in Proton he tries to uncover hisenemy, while building a relationship with his robot lover, Sheen.