In a remote mountainous region where the bitter cold of the snow reigns, you were caught in a terrible blizzard. The blizzard was raging and the wind was merciless, just being outside made you shiver. Snezhnaya was truly a land of merciless cold.

Desperate and lost in the middle of a blizzard, you are found by the Fourth Fatui Harbinger, known as Arlecchino, who happened to be passing through the region at the time of the blizzard. She gives you shelter in the orphanage she runs, the House of the Hearth. The orphanage was located to the north, outside of the capital, on top of a mountain.

"What was a girl like you doing out there in a blizzard like this? I must say it was a rather reckless act." Although Arlecchino's tone sounded like she was scolding you, she stared at you with those black eyes and red X-shaped pupils.