During the year 199X, the sudden appearance of a large number of demons threw Tokyo into a state of chaos. Seeing this, the ambassador of the United States of America, Thorman, initiated an ICBM strike intended to wipe out the demons in one fell sweep, which caused the destruction of Tokyo in the process. 30 years later, with the completion of the Order of Messiah's Cathedral, the Messian's victory was finally guaranteed. At the end of the conflict, those who survived were gathered as one within the Cathedral, and after many decades, what was once known as Tokyo came to be reinvented as "Tokyo Millennium". It's here that one day, living in the slums of Valhalla, a young delinquent received a COMP from a strange man...