When someone says a person was "playing hard to get," they usually mean that the person was pretending not to be interested in someone romantically (or sexually) when they really were. It's totally fine say this in public in Canada.
This is generally something that men say about women, and tends to be more socially accepted among men than women, though this is slowly changing. Girls (in particular) will be described as “playing hard to get,” when really they are not interested. This idea that people pretend not to like someone in order to encourage sexual advances from the other person is very prevalent in rape culture. If someone says they are not interested, respond respectfully, and walk away. If, in the very off chance that they were pretending not to be interested, they can approach you afterwards.
To learn more, take a look at this article: http://disruptingdinnerparties.com/2013/05/21/feminist-dating-level-hard/