It has been demonstrated that virtual reality (VR) exposure can affect the subjective experience of different situations, cognitive capabilities or behavior. It is known that there is a link between a person's physiological state and their psychological self-report and user experience. As an immersive experience can affect users' physiological data, it is possible to adapt and enhance the content of a virtual environment in real-time base on physiological data feedback (biofeedback). With the rapid evolution of the physiological monitoring technologies, it is now possible to exploit different modalities of biofeedback, in a cheap and non-cumbersome manner, and study how they can affect user experience. While most of the studies involving physiological data use it as a measuring tool, we want to study its impact when direct and voluntary physiological control becomes a mean of interaction. To do so, we created a two-parts protocol. The first part was designed to categorize the participants on their heart rate control competency. In the second part of the study, we immersed our participants in a VR experience where they must control their heart rate to interact with the elements in the game. The results were analyzed based on the competency distribution. We observed consistent results between our competency scale and the participants' control of the biofeedback game mechanic. We also found that our direct biofeedback mechanic is highly engaging. We observed that it generated a strong feeling of agency, which is linked with users' level of heart rate control. We highlighted the richness of biofeedback as a direct game mechanic, prompting interesting perspective for personalized immersive experiences.