Olá. algumas sugestões
Da primeira vez ela chorou --> The first time (you did it), she only cried
Se algum dia a tristeza quiser entrar -> Just in case one day sadness decides to come in
Bem aqui eu ousaria da seguinte forma:
Tinham deixado raízes no seu penar --> Left deep marks in her sorrow
Pois vai curtir seu deserto, vai. --> Ok, go enjoy the desert of your loneliness
The Rule number three is the football (soccer for the north americans) rule that states the maximum number of substitutions a team can performe during the match, that's why "less is worth more".
Ergo, the autor is alluding to a abuse of substitutions the boy performed on his relationship, using the substitutes on the love game.