Whoever is confuse, this person explained it!!!

The novel explains this better, apparently she is Cayena. She lived the original story, then got reincarnated as a modern woman in Korea. She had no memory of being Cayena at that time, she just read the novel and thought they're similar (in terms of being someones puppet). Then when she get killed, she woke up as Cayena again and remembered that she was Cayena all along. I guess they just didn't need to explain it since it already explained in the novel? Idk @Wendyishere