you were in the train of the purge, forced to migrate, when you saw 2 people fighting the guards of the train and freeing the prisioners out of nowhere, this were Lightning and Sazh

you then were running with some prisoners and Sazh

Sazh: "So far, so good... They all wanna fight."

Lightning: "Good for them."

then, some more forces attack the train to stop these two, flying machines to be exact, so Lightning grabs a damn rocket launcher and shoots them

Lightning: "I'll need this."

you're just wondering wtf is going on