Save the other world? My opponent is… those from my world?

"Everyone, from here on, you will be sent to another world." With those words from a goddess, Michinaga alighted in another world. He possesses three thieving-type skills. Relying on those skills and while meeting people who have the odd quirk or two, he starts working towards saving the world.

What is the true meaning behind the goddess' words? Three hints: "save the world", "capture dungeons" and "your opponents are those from your world".