This is a tic tac toe game. Some might know it as Ultimate tic tac toe but I know it as mathematician's tic tac toe Rules are as follows:

1. First move may be made anywhere.
2. Second move and so forth must be made in the sector that the last mark was made in.
3. Ties do not count for anyone.
4. When sent to a finished(won/tied/loss) sector the player may play anywheres.
5. Get three in a row on the bigger board to win.

Here the highlighted blue square is where the next move must be played. If you look at where the first x landed you can see it determined where the next move had to be played.