The story of the game is not defined or explained. Your character is stranded in the woods alone, and is stuck with no weaponry or defense. The only item that your character has is a flashlight, which otherwise has no ability to hinder or stop the entity stalking your character.
Your character must go into a dark forest filled with various trees and objects, and must locate eight pages that have very poorly scribbled images of the Slender Man, with phrases like "HELP ME" or "NO NO NO NO NO NO NO NO NO NO NO NO" on them, based off the pages seen in Marble Hornets.
The reason these images are posted about the forest, or why your character wants them, is not explained (Speculation is that the character is just curious about the origins of these pages, but other "theories" do exist. Such as: The player is a proxy controlled by Slender Man).