The narrator, Sam Mills, recalls a cold winter day when he and his friends Neil, Austin, and Alan decided to go on a walk with no plan or destination in mind. Neil was known as the craziest of the group who often did reckless things. Austin was the unofficial leader due to his charm and success with girls. In contrast, Alan was Sam's closest friend who tried hard to impress but lacked luck with girls. One time, Alan kept talking about a conspiracy theory, so to prove him wrong, the group set out to investigate it, not knowing what they would encounter.