After fanatically playing the VRMMO World Fantasy Online for almost a year, the shut-in yet relatively affluent 15-year-old Yuna receives a bear costume from the game's administrators. The outfit, while somewhat embarrassing to wear, turns out to have overpowered stats and effects that make her character significantly more powerful. After accepting the bear equipment, she finds herself transported to another in-game world that prevents her from returning to reality. Confused and unable to log out, Yuna sets out to explore this new environment. She rescues a girl named Fina from wild wolves, who then guides her to the city of Crimonia. With her eccentric bear attire, however, Yuna stands out wherever she goes, and alongside her boosted fighting prowess, her reputation quickly rises—to the point that people give her the nickname "Bloody Bear." Undeterred by this change in her life, Yuna decides to take on the role of an adventurer and fully enjoy herself in her new world.

Ever since moving to an in-game world after countless hours of VRMMO grinding, Yuna now calls Crimonia—the city where she started—home. While maintaining her reputation as a renowned adventurer, she continues to manage her businesses; but most importantly, Yuna spends time with the people she has grown to love. Nevertheless, this world has a lot more to offer the carefree adventurer. It is up to Yuna to discover these wonders, and perhaps help more people in need as she encounters their various plights.

On the run for crimes she did not commit, disgraced noblewoman Charlotte Evans collapses deep in the forest. A sorcerer named Allen Crawford—also known as the "Demon Lord"—finds and defends Charlotte from her pursuers. Since she has no place left to go, Allen takes pity on Charlotte and offers to hire her as a live-in maid. Allen quickly realizes that Charlotte has faced ridicule and hatred all her life from her so-called noble family, and she has never known what true freedom feels like. He decides to teach her about all the naughty things the world has to offer and enables her to surrender to her whims and impulses. Charlotte's sweet innocence proves an obstacle to his plans, but Allen is determined to show her the kind of life her family has denied her. Although he despises being social, Allen begins to open himself up to Charlotte. The longer they live together, the more they discover their similarities. Though most people have abandoned them, the duo promises to stay together, oblivious to their budding feelings for each other.