Your character wakes up with a headache in a place they've never seen before.
They have the clothing they were wearing when they were last aware, though it is torn and dirty. They are somewhere in the streets of a strange city, and they may have any variety of injuries- Or none at all. Whatever happened to them on their way into this world, one thing will be consistent: a slight ache on the back of their neck. This isn't terribly important. There are more pressing matters at hand. These streets don't feel very safe, and as your character ventures out, they will receive some odd looks from the citizens of this city. The more they walk, the more apparent it will become: They are in a place unlike any other.
Upon further investigation, your character will find a small book tucked upon their person. The design will vary, but it will reflect your character's personality the longer it remains in their possession. Inside this attractive book, there can be anything from a set of classic pages to a small, digital screen, depending on what your character would be most comfortable using. This is the source of their information, their connection to all within this world. They can ask about their whereabouts, search for some kind of assistance, or simply watch the writing of others appear before them.
They will learn that this place is called Noyade, and nobody knows how or why they are here.
A directory of the districts can be found in the book they have been given. Find a job, and find it fast. A person can be a prostitute, a drug runner, a waitress, a doctor- To each according to his skills, but certainly not according to his needs. The city is run by crime organizations, and the activities that go on around here are like something out of a mafia movie. The people who arrived before worked hard to establish this place, before they disappeared completely. Those who live here now are normal, but there is something almost eerie about those who have spent more than a few months here. It's impossible to put a finger on the exact problem.
Once a month, the bridge across the river leads to more exciting things than a dusty fairground and a cemetery forest. Three weeks of preparation allow for the most fascinating and fantastical events, and each occurrence is something new and unexpected. Aside from the normal circus performances, there are other things hosted by a mysterious patron of the cirque; if it can be imagined, they will make it happen at any cost.
The immediate problem is to find a place in this world. Once you have familiarized yourself with the mysteries inside these borders, there will be more than enough time to explore the desert and forest surrounding the city.