Die by the Sword has many modes of play, one of which is Quest Mode.  In Quest mode, there is a story about a man and his Lady, and the places he must travel.

You are Enric, a mighty Warrior.   You are the hero of this game, and you wield a BIG blade.  It starts out as you and your Lady friend, Meia, are sitting in front of a camp fire.  A little batch of Kobolds have a plan to get Meia from you.  So, as you and Meia are at the fire, a Kobold approaches.  Enric decides to go out and kill it, leaving Meia undefended.   As Enric is chasing the Kobold, a bunch of others take Meia away.  Enric returns to find her missing, and he chases the Kobolds down into a volcano.  From now on, Enric is on an adventure to rescue Meia from the evil wizard.  Enric will travel through a cave, swamp, another old cave, a lost temple, a dwarf mine, and even the Evil Wizard's keep.

I won't spoil everything for you people who haven't played the game, which is obviously everyone looking at this page.