The game opens with an amnesiac Kat waking up in Hekseville, a floating city around a structure called the World Pillar. Kat is accompanied by a mysterious cat names Dusty; in saving a boy from being swept up in a gravity storm, she discovers that Dusty has the ability to manipulate how gravity affects her, enabling her to help people fight monsters spawned from the storms called Nevi. After saving Syd, a police officer who becomes her friend, she learns that those with her powers are dubbed "Shifters" by Hekseville's people. As she begins helping the city's denizens, she is confronted by fellow Shifter Raven, who sees her as an enemy. Kat becomes involved in operations to catch Alias, a criminal linked to the Nevi — she eventually defeats him, sending him into a garbage crusher where he is killed. Alongside this, Kat helps restore sections of Hekseville swallowed by spatial rifts with the aid of Gade, a man who claims to be a "Creator". Kat restores all of Hekseville despite further interference from Raven, who apparently dies during a fight with Kat. Her exploits earn her the name "Gravity Queen". Following Alias' defeat and the return of the final missing part of Hekseville, Kat is offered a place in the city's military if she will follow orders of its commander, Yuri Gerneaux, but she refuses.

Kat then meets a woman who dropped the last letter she received from her deceased boyfriend over the edge of Hekseville. To find it, she travels inside the World Pillar, a gigantic column that supports Hekseville and stretches from the sky to below the clouds. On her way down, her Shifter powers fade, and she is confronted by Raven, but the two are attacked by Nushi, a giant Nevi. Kat wakes to find herself captive in Boutoume, a city beneath the Pillar, where a group of children are living under the protection of their leader Zaza. Kat and Raven help protect the children from Nushi, but they learn that the dark sea beneath Boutoume is slowly rising. One of the children, Cyanea, later confronts Kat — in a trance, while possessed by a being called a Dream Guardian, she reveals herself to be the Creator of the world through her dreams, and sends Kat into a dream where she learns that she is from a higher part of the World Pillar where she held a powerful position and suffered due to a great burden.

Having regained some of her forgotten power, Kat activates a ship called the Ark, which can transport everyone back to Hekseville. As the Ark launches after Kat beats back Nushi, Kat learns that Raven was originally one of the children trapped in Boutoume, and that she had been told by Hekseville's city alderman D'nelica not to retrieve them. On the way up, Kat succumbs to exhaustion and is separated from the Ark. Making her way back up the World Pillar, she ends up receiving the letter she was sent for from the boyfriend's ghost. Returning to Hekseville, she finds that a whole year has passed due to the temporal distortions experienced in the lower parts of the World Pillar—under constant Nevi attacks, Hekseville has come under martial law and D'nelica has become its mayor. Kat is forced to fight Nushi one last time, before it is destroyed by an enhanced military operative called Yunica. Syd has become part of the military after its absorption of the civilian police forces. Offered a second chance to join the military efforts against the Nevi, Kat again refuses. She is then asked by a scientist to help gather data about the Nevi, but it is a ruse to find out more about her Shifter powers.

After suffering from a nightmare about Alias, Kat wakes to find that Cyanea has reappeared, although Raven and the rest of the children are still missing. Attending a rally with Gabe and Syd where D'nelica unveils the Nevi-destroying weapon Sea Anemone, Kat responds to a Nevi attack and is captured by Yunica together with Dusty. As Syd attempts to free her, the Sea Anemone — which was constructed with a Nevi core as part of D'nelica's plan to control both Hekseville and the Nevi — goes berserk and begins attacking the city. Cyanea's Dream Guardian self decides to intervene and frees Dusty, who subsequently frees Kat. Kat manages to damage the Sea Anemone, first with help from Yunica, who uses her mechanical weapons to damage its armor; then from Cyanea and Gabe as they combine their powers with Kat's to summon the Ark as a missile. D'nelica activates the Sea Anemone's self-destruct function, heedless of the collateral damage, but Kat, Raven and Yunica are able to stop it before that happens, and fling it at Neu Hiraleon, where it explodes. The people hail Kat as their savior, while calling for the wounded D'nelica's resignation for his part of the fiasco. The children within the Ark remain in stasis, with Cyanea saying they will wake to help restore light to the world; D'nelica learns Kat's original identity through a red crystal in his possession; and Gerneaux remembers a prophecy about a harbinger of catastrophe falling from the world above, referring to Kat's appearance.