According to the novel readers, she lived THREE lifes. The first one is as Cayena where she was married off. The second one is the modern world where she read the book about her past life but she had no memories of it. The third one is the current life she have. So, she basically went back in time. That's why she said that she went in the novel she read but after regaining her memories, she realized she's the real Cayena. She sometimes refers to Cayena as a separate person because she lived a different life once in the modern life. She kinda had the same experience in the modern world.
I hope that helps.

I'm sometimes confused if the MC has traveled back in time or transmigrated because she seems to refer to Cayena's past as her own. Seems like her memories combined with the OG Princess' and her personality is mishmash of her OG personality and the OG princess. Interesting.