I got hand it over to you. I take it back.
This week I ran into an interview with the Atlus PR and among many games they talked about Knights in the Nightmare. The youtube video by its side had some tutorial links for the game so I thought "why not check them out".
After that I picked up the game and wow, I'm loving it. Slowly understing some stuff but most of it is okay now. I'm really glad I gave this another go.
I do hope the story gets a little clearer because as of right now I have no idea of what is going on.