Adventures of Lolo begins with Lala being captured by the villain, King Egger, requiring Lolo to go to Egger's castle to rescue her. This castle has several floors, each of them requiring players to collect hearts that open a treasure chest. Once this chest is opened, players may then proceed into the next room. After four rooms, they will find a stairway leading them upward. The levels get progressively harder, and have several varieties of enemies.