In Holy Umbrella, you play as a boy who lives in modern-day Japan. One day, the sky suddenly turns dark blue, a heavy rain falls onto the city, and the boy finds, halfway between his house and the school, an umbrella which seems to have fallen from the sky. What he does not know is that the umbrella is magical! The moment he touches it, he is transferred to a parallel universe. Immediately, he is attacked by a huge tank, but a strange old man with a talking bird saves him. It seems that an evil creature named Dondera is threatening the country with the terrible monsters she created. But is it really so? You visit the capital town, talk to the emperor, and decide to investigate the matter...