It has been almost a month since Denki Kyōdai's sister, Shizen, went missing. The police and already given up, chalking it up as a runaway. Denki, however, knew this couldn't be the case. His sister, his twin, would never leave, not without leaving a note. So, he took up the search himself, trying to find any clue, any trace of her whereabouts. Sadly, he couldn't find anything, nothing at all. It was almost as if she just vanished without a trace. Suddenly, Denki's computer screen started glowing, causing him to shield his eyes. Just then, he felt something shoot into his hand and when he looked, he was holding some sort of device. Then, he was sucked into his computer. Next thing he knew, he was standing in a cave, with a blue monster wearing golden armor in front of him.