You start out in a flashback, the last remaining two humans fighting against him. Of course, after that you wake up in a place unknown to you along with a bishoujo and you lost all your memories.
The girl with you explains that this is no longer a world you once lived in, a world where trains, bus and bicycles no longer exists. People travel by flight, literally. Not only that, but people transforming into colossus form, reading invisible books, and opening doors that cut through space continuum. Yep, welcome to Planet Mars.