Trails from Zero opens with a scene in which the Special Support Section (SSS) explores an ancient ruin. Tio Plato finds that the higher elementals are active, which reminds her of the lodge she was once held at in the west of Calvard. She describes the ruin as a path toward Gehenna to turn away from Aidios' influence to side with demons by performing 'rituals.' The leader Lloyd Bannings motivates the team by announcing they will successfully infiltrate this enemy base. A disembodied young girl's voice is what wakes up Lloyd with a start. He finds himself on the Transcontinental Railroad train from Calvard toward Crossbell, his final destination. The elderly couple across him offer him a beverage and, upon arrival, guide him toward the Central Square. At the Crossbell Police Department he is welcomed by receptionist Fran Seeker. Sergei Lou, chief of the SSS, welcomes Lloyd and guides him to the nearest conference room, where fellow members Elie MacDowell, Tio Plato and Randy Orlando introduce themselves. Sergei guides his section to the Geofront, hands them their Enigma and appoints Lloyd as the group's leader. They introduce their weapons of choice to each other and head into the underground labyrinth.