C# - Can't insert data into MySQL database

The way in which you build your query creates a single string with your variables names treated as literal strings.

Instead you need a parameterized query like this

string connString = "Server=localhost;Port=3306;Database=rookstat;Uid=XXXXXXX;password=XXXXXX;";
using(MySqlConnection conn = new MySqlConnection(connString))
using(MySqlCommand command = conn.CreateCommand())
{
    conn.Open();
    command.CommandText = @"Insert into rookstayers 
             (id, name, sex,   vocation, level, achievements, 
              world, lastlogin, accountstatus, onlinestatus) 
       values('', @name, @sex, @vocation, @level, @Achievements,
              @World, @LastLogin, @AccountStatus, @OnlineStatus)";

    command.Parameters.Add("@name", MySqlDbType.VarChar);
    command.Parameters.Add("@sex", MySqlDbType.VarChar);
    command.Parameters.Add("@vocation", MySqlDbType.VarChar);
    command.Parameters.Add("@level", MySqlDbType.Int32);
    .... and so on for all the parameters placeholders

    command.Prepare();
    foreach (Player rooker in Players)
    {
          command.Parameters["@name"].Value = rooker.Name;
          command.Parameters["@sex"].Value = rooker.Sex;
          command.Parameters["@vocation"].Value = rooker.Vocation;
          command.Parameters["@level"].Value = rooker.Level;

          ... and so on for the other parameters defined
          command.ExecuteNonQuery();
    }
}

In this way, BEFORE entering the loop, you define your sql command and create the parameters in the MySqlCommand Parameters collection without setting the values. And, as suggested below by Mr adding the call to command.Prepare could enhance the performance.

Inside the loop, for each parameter defined, you could set its value and call the command to execute.

I wish also to point to the using statement that ensure the proper closing and disposing of the objects and the use of Add with proper parameter type set for each parameter instead of AddWithValue. AddWithValue is a shortcut with numerous drawbacks as you can read in this article Can we stop using AddWithValue already?

A last advice, if this kind of transformations between objects and data happens very often then you should invest a bit of your time to learn to use an ORM tool like Dapper

EDIT: Looking at your whole code, it seems that you miss an important step in your scraping. You need to add the Player to your list of Players

private async void insertTimer_Tick(object sender, EventArgs e)
{
     if (onlineList.Items.Count > 0)
     {
         for (int i=0; i<onlineList.Items.Count; i++)
         {
              CurrentPlayer = onlineList.Items[i].ToString();
              var playerProfile = await GetData();
              foreach (var row in playerProfile)
              {
                  .... gets player data ....
              }

              // Creates a new Player and add to the insertion list
              Players.Add(new Player 
              { 
                    Name = playerName, 
                    Sex = playerSex, 
                    Vocation = playerVocation, 
                    Level = playerLevel, 
                    Achievements = playerAchievements, 
                    World = playerWorld, 
                    LastLogin = playerLastLogin, 
                    AccountStatus = playerAccountStatus, 
                    OnlineStatus = playerOnlineStatus 
               };
          }

          // And now the inserts goes here
          .......

You are passing string literals to the query, not the variable values:

Try adjusting your query to:

command.CommandText = "Insert into rookstayers (id, name, sex, vocation) values('', @name, @sex, @vocation)";

Then Parameters.AddWithValue as shown below:

command.Parameters.AddWithValue("@name", rooker.Name);
command.Parameters.AddWithValue("@sex", rooker.Sex);
command.Parameters.AddWithValue("@vocation", rooker.Vocation);

etc

This will also help prevent SQL injection.