In this game, you are Agent J.M.K. (it is never revealed what the initials stand for), but your partner Sarah, your boss Arcadias Nematode, and the other members of the organization (called the Avengers) simply call you "Jay." You work in one of the most disturbing fields known to humankind--forensics. It's your job to investigate murders. Of course, you don't go after them (That's Harrison & Smith's job) but you do get the blame since you're the main reason they get brought to justice. You have an amazing mind and a high aptitude for puzzles, and you know how to use just about any piece of the environment to solve them. It's not all mind work though, creepy things have been happening in Metro City and you just might find yourself getting in the middle of them.
The year is 2009, and it's not a pretty one for Metro City. A new insane asylum opened up just a few months ago, but that normally wouldn't seem to be a problem, except for the fact that the murder rate has risen almost 75%. Families are in fear, the mayor is clueless, and if it wasn't for groups like the Avengers there wouldn't be any hope. The police force is useless. But a strange feeling in the atmosphere prevents people from leaving. Jay has felt it, even after his wife and kid got murdered. He's turned to both smoking and drinking to the point that he's pretty much pathetic, but he's an expert at his job. Jay feels that the only consolation is helping others going through his situation to find justice, since he never found the one who killed his family. But his job is hard on his mind and on his sanity, which isn't made easier by his overtly-demanding boss, his lazy partner, and his vicious rivals at work, not to mention the constant death threats. His mental health has decayed so far, he can be classified as a half-sane; he can function in normal society, but he suffers from frequent hallucinations, mild delusions, blackouts and flash backs. He claims that they help him with his job, but he still suffers the prejudice from the fearful people of Metro City.
Mission: Zero is first and foremost a horror game, yet it is divided into puzzle-sections and action-sections. In the puzzle sections you may be trying to disable a piece of defective machinery, learn how someone was killed, or even open a door. In action sections you try to destroy a monster or a group of enemies. The two groups often combine themselves together, especially at bosses which usually are a puzzle to defeat. Almost everything are a puzzle, however, and you can pick up almost anything in the environment. In fact, there are at least seven ways to open a locked door: with the key, force the door open with a tackle-type attack, chop it down with a fire-axe, kick it down, pry it open with a crowbar, shoot the knob with a gunshot, or use a screwdriver to dismantle the lock.