When you first launch
Fate/EXTELLA: The Umbral Star, you will be given the option of your character’s gender and the game difficulty. Don’t feel like you are stuck with your choices. You can change the gender at any time in the options and you can choose difficulty before each battle. After that, you get to the Main Menu, which only has Main Story and Gallery unlocked at the beginning. You will need to play the Main Story to unlock Side Story and Free Battle. Next, you will need to choose a Servant. You only have one, Saber from the Flame Poem Arc, unlocked to start with. You will unlock the second Servant story after you complete the first and the third after you complete the second. They are very similar stories, just told from a different point of view.
To start the backstory, in 12,000 BC, a comet strikes the Earth, setting it on fire and wiping out everything. You’ll find out later that it’s not really the comet that is the problem; it is the planet Velber riding beside the comet. Flash-forward to present day where you are a part of the Moon Cell, Champion of the Moon Cell Automaton. At least that is what you are told. You really don’t remember anything, even your Saber class Servant Nero Cladius. I don’t know why you call her Saber because that is her class, not her name, but you do. Saber explains that you (or rather your life force) are on the moon. In 2032 AD, the Holy Grail, an object that can give you anything you wish, was discovered on the moon and it created the Servants. You are a Wizard and your body is back on Earth. Wizards can summon Servants. Apparently, you were the one winner of the Holy Grail, so you possess it on the moon. Everything there is (and is still going on) created by SE.RA.PH in this virtual world. Since the land is continually expanding, you will need to continually conquer new lands and keep control of the current ones. To do this, Saber hires Servants to work under her. Cu Chulainn, Li Shuwen, Gawain, and the mysterious Nameless (really, that is his name) are Servants that she has hired to summon as well.
You will have competition with Tamamo, who is a Servant to a duplicate of you. Tamamo even has a Regalia ring, just like Saber’s. Of course, with that kind of power at hand, you will run into other Servants who want the Regalia ring too! Once Altera enters the picture, things get even weirder. The stories in Fate/EXTELLA: The Umbral Star are a bit confusing.
After you beat the first story, the second will unlock. This time, your previous enemies will be your loyal Servants and your previous Servants will be your enemies. It’s a bit strange to get used to, but this does mean Lu Bu is on your side in the second story (he’s always difficult to beat, no matter the game!). Once you beat the second story, the third will unlock. You’ll figure out your characters soon enough. Even though the stories are similar, the Servants are so wildly different that nothing feels like a repeat.
To beat the stories, you will need to conquer lands to try and unite the SE.RA.PH. To conquer lands, you will need to take over sectors. To do that, you need to find the Regime Keys by defeating Aggressors. They will appear after you have beaten enough normal enemies. It’ll be obvious when you take a sector as all the enemies will disappear and you will get the final key needed. It’ll also change colors on the map. You can tell how strong a sector is for one side or the other by looking at the gauge. If it’s already close to belonging to your side, it will be easier to take. You will also have to beat the boss characters that will appear in various places. There will be many other things that you will have to do, but just keep on going. The chapters/stories aren’t horribly long. There is a lot of talking that you will have to do between battles though!
After beating some chapters, you will unlock Side Stories. These are the stories of your loyal (and not so loyal) Servants. I highly recommend playing them as you can level up your Servants and you can find out more about what is going on. Plus, you will unlock some neat things, collect items, and generally find stuff to help you out.