The world as we know it has been transformed into some weird multi-planer type thingy. The laws of our world are broken and several Gods have moved to our world bringing their reality with them.
For example one zone contains a medieval country where magic and swords are the only way to keep yourself alive. Another is almost like our modern day but Super / weird science exists.
Your job as a Knight is to try and resolve this fractured reality sending these Gods back to where they came from. If you fail they will suck the life energy from the planet destroying it eventually.