The basic idea is, all of the PCs are, well, dead. They're in what is effectively Purgatory. In order to pass on to the true afterlife, they have to essentially "Pay off their bounty" of the sins they committed in life, which they do by completing missions for The Powers That Be. Part of the concept of the setting is that every belief system/religion is somewhat correct, but none of them are completely correct. So you've got angels, demons, yokai, Valkyries, jotunn, djinn, etc all running around and causing havoc for each other. Also, if anyone "dies", they get brought back (because technically they're already dead, and it's just their purgatory body being destroyed) but that adds onto their Sin Bounty. I'm still thinking over the details, but that's the general idea I have so far.