In this case (which by the way, means situation) this means "Efficiency is not something I am good at," which you had guessed, so good job!
It is derived from a statement like "Baseball is not my game," meaning "I am not good at baseball." This is more literal, since of course, baseball is actually a game. Poker is another game where I can imagine this being said.
The phrase is used informally. You shouldn't use it except with your friends. It isn't rude, but it isn't appropriate at work, for example.
Also, as I mentioned above, "in this case" means "in this situation." Also, in English, "to meet" generally refers to people. Therefore, when you said, "Here is the case I met before," what you meant was "Here is the sentence I came across before," or "I came across this sentence earlier," or simply, "I read/heard this sentence earlier."