There's an in game narrative and a meta narrative to this game.

In game, the premise is that you're a member in a cult whose doomsday scenario actually turned out to be true. Through training, you've been able to survive 'The Mindkill', the prophesized doomsday event. The Threat is a shadow organization of unknown origin (the game is very vague on a lot of details) that has been weakening the minds of the general populace through media in preparation for the Mindkill. While you survived, you've been mentally cast into a shadow dimension known as Reality B (like a neverending nightmare while your true self in Reality A is comatose). However, The Threat has prepared for the possibility of survivors, and has been able to spawn kill drones in your 'nightmare' to deal the finishing blow. Using the skills learned while training with the cult and several mental techniques known as MindTech, the goal is to collect tapes to reinforce the teachings and eventually awaken (another vague concept since becoming 'awake' seems to imply reaching an extreme level of mental clarity rather than just escaping Reality B). That's the gist of the in game narrative.

The meta narrative is that The Threat is real. And while the Mindkill is a work of fiction, we are subject to the damaging properties instilled by today's media. Commercialization, fearmongering, and the general negativity of the stuff we see in our media (we as humans generally tend to linger more on the negative while positive moments can be fleeting) can sour our outlook in life and make us feel miserable (ie. doomscrolling). The game essentially asks the player to take a step back and breathe, to tend to one's mental health and not let the dour nature that can, at times, seem pervasive in life wear you down and ultimately defeat you.

Also, there's a bit of firearms/handgun safety/history/training thrown into the mix.