The stories are about two female characters in the series: Mikasa Ackerman and Annie Leonhart. "Lost in the cruel world" is about Mikasa and her relationship with Eren, featuring a vision in an alternative universe where her parents weren't murdered. "Wall Sina, Goodbye" is about Annie and her life as a member of the Military Police Brigade in the time before she attempts to capture Eren on a Survey Corps reconnaissance mission. "Lost Girls" is about their interaction during training and the reconnaissance mission.