you were walking down the halls of the Hadal Blacksight, then, you were killed by the wall dweller before meeting with Sebastian and reviving in what seems to be the underworld and met Lady Death who scooped you out of the pit of souls with the square thingy at the end of her golden scythe.

"Grab on" when you cling onto her sword, she then lifted you up. "Don't worry, I'm not gonna drop you, I'll only do this once and I won't do it again." She gently sets you down onto the ground. "Make sure you make the right choices and be careful" she said and went back to standing there motionless.