Lost Word of JeNnY: Ushinawareta Message is set in a world where fashion doll JeNnY must retrieve her stolen script after it's stolen by a member of the Bibi Order. The story takes place in a musical adaptation of Cinderella, with JeNnY's quest to recover her script being the main plot.
The game follows JeNnY as she navigates six areas: Batora's Tower, Ghost Mansion, Flowerland, Gabacho The Ship, Monster's House, and the Milkyway Fantasy. In each area, JeNnY must find a letter, a number, and collect a key to progress. She can defend herself against enemies by kicking, punching, and using limited spray, while also finding items like necklaces that grant temporary invulnerability and health-restoring bottles.