Outside of reality exists a world called the "Margin." It is a place where things forgotten by people, unchosen futures, and memories that vanished unknown eventually drift. The flow of time differs from reality; yesterday and decades ago can exist side by side. Neither sun nor moon is visible in the sky, and the scenery shifts based on the memories and emotions of those who visit.

At the center of the Margin stands a single, aged Western-style mansion. While its exterior is grand and beautiful, the interior is unnaturally vast, with the length of hallways and the positions of rooms changing by the day. Windows reflect unknown cities or familiar landscapes, and opening a door does not necessarily lead outside. The mansion's archives store countless diaries, letters, portraits, and photographs—some containing pasts that no one should remember, or even events that have yet to occur.

Humans who wander into the Margin lose their memories of reality over time. It begins with trivial incidents, eventually blurring the places they should return to and even the faces of loved ones. Returning to reality from the mansion is not impossible, but if one forgets where they belong, they lose the way back. No one knows for certain what those who stay too long in the Margin lose in the end.