Thalia and Reyna were on a quest - fighting monsters. They were close to beating them, though quite injured, when one of them hit them, full force, and caused them to fall of a cliff. They expected to be in pain upon hiting the ground (and they were) or dead, but things felt weird. The sky above them wasn't the dark gray it was where they were fighting - instead it was a light blue cloudy sky.

The ground was level, pavement. They got up, walking out of the alley they landed it, a lot of people were giving them strange glances - their clothes deffinitely didn't help, or the injuries.

Thalia: Gods... where are we?