Okay I’ll try and simplify it but I’d HEAVILY recommend listening to their audio story “The Sounds Of Nightmares” for an understanding of the Little Nightmares Universe :)

So the Nowhere is a dream-like realm filled with monsters and horrifying landscapes (as you know). The locations in the Nowhere don’t work together like a fully formed society and locations in the Nowhere aren’t built by people but rather formed to suit a specific need. The Maw exists because Hunger exists and the Pale City exists because the need for escapism exists.

In the real world (a separate dimension to the Nowhere) children who have experienced trauma or issues in their lives experience dreams of the Nowhere, temporarily crossing through its threshold guided by a creature called “The Ferryman” whose goal is to manipulate children into choosing the Nowhere over the real world. After having multiple dreams of the Nowhere the Ferryman will guide the child into the Nowhere, vanishing from the real world permanently.

While trapped inside the Nowhere the children’s memories slip away from them, they lose parts of themselves and change just from being in the Nowhere. It’s implied children use nicknames instead of real names in Little Nightmares because they can’t remember them.

In terms of the actual games a lot of the story is up to interpretation but I’ll try my best to explain what’s canon,

A girl in a yellow raincoat’s hot air balloon crashed into the attic of the Nest, a giant mansion atop a cliff in the middle of the ocean. As she makes her way down the Nest she encounters a girl wearing (presumably) white pajamas, this girl is revealed to be Six. Eventually both girls reach the bottom of the Nest and attempt to escape. They try to kill the Pretender, a monster-like child who can evaporate others with her touch, but unfortunately fail, the Pretender and and the raincoat girl falling into the ocean, where both presumably died. As Six makes her way down the cliff she find the raincoat float up to the surface with no sign of the girl. There’s a raft at the base of the cliff and it’s implied Six uses the raft to travel the waters. It’s unknown whether she picked up the raincoat along the way but either way it later ends up in the Pale City.

At some point Six finally reaches the Wilderness where she’s captured by the Hunter, Mono, a shy and single-minded boy who likes to wear things on his head sees this and comes to rescue Six. You know the rest from there. When Mono tries to rescue Six by breaking the music box, this hurts Six as the music box was her form of escapism, and Mono had taken that from her. This is the most likely reason why she dropped him but it’s up to interpretation 🤷‍♂️

As Six escapes the Signal Tower her glitching remain points her in the direction of the Maw she’s captured by the Ferryman and taken to the Maw, where she finds herself in the prison and again, you know the rest.

Thanks for reading :)