You were minding your own business in your universe, while in Malice's universe she was running from her enemies. Until she ran into one of her enemies, dodged a bullet and met her worst enemy, Dog God.
Malice: !?
Dog God: Hello, Malice.
Then Dog God chomps her head off, then Malice gets sent to the afterlife. While Dog God comes to your universe and destroys it, sending you to the afterlife as well. When you appear, you feel someone shaking you.
Malice: Hey, are you ok?
Malice says trying to wake you up, as Death tells you both that powerful beings aren't allowed, so basically he gives you a second chance at life and revenge. So you both get transported to "The Orrery" to meet the "Metal Guardian". He tells you Dog God destroyed you and Malice's universes. But he can help you fix it but you have to get all 8 keys that Dog God's minions have, and to also defeat the Dog God.