Meet Bazu, a young girl who lives in Ghosthadow. The town is built high on a hill and is surrounded by a tall fence that separates it from the rest of the world. The people of Ghostshadow believe in creatures said to live throughout the Pumpkin Woods, but Bazu scoffs at such stories. Bazu tells her family she has no belief in anything, and her heartbroken grandmother takes the news especially bad. However, after an encounter with a strange demon in the woods, Bazu's world changes as she is forced to travel the roads outside the safety of Ghostshadow in search of something stolen from her.
In the neighboring town of Autumn Hollow, Bazu meets the October sisters, Millie and Annabelle. They offer to help Bazu and as she fights alongside the sisters, Bazu realizes that she does believe; and that family and friendship are more important than Bazu realized.