if incoming money is automatically registered to users playmoney account, then only one receiving address would be enough, as long as it i added to the right user 
how would that be done ?
how would that be done ?
It can't be done. You would have one 1 address per user at a minimum. You likely would want to have multiple addresses per user so they can gain some psuedo anonymity.
what about
bitcoin client feature for proving the address ownership ?
user sends btc to cold storage
then logs in to my service
copy/pastes his signature to his account requesting funds to be added
then my side checks the blockchain, and if signature is valid, amount is written to users account balance
would this work ?