I have three tables:
users: sports: user_sports:
id | name id | name id_user | id_sport | pref
---+-------- ---+------------
Its not particularly difficult.
SELECT u.id,
u.Name,
Group_concat(us.id_sport order by pref) sport_ids,
Group_concat(s.name order by pref) sport_names
FROM users u
LEFT JOIN User_Sports us
ON u.id = us.id_user
LEFT JOIN sports s
ON US.id_sport = s.id
GROUP BY u.id,
u.Name
DEMO
Update LEFT JOIN for when the user doesn't have entries in User_Sports as per comments