For this, you'll be controlling Maduin, the Esper in the Magicite from before. You cannot enter the menu at all; if you need to save, I suggest hurrying up or putting your game on a charger if you are playing on a handheld.
Anyhow, Maduin is the gatekeeper of the Esper World; he is to keep what needs in inside, and keep out what needs to stay there. One particular night, some kind of storm is going on. Exit your residence, then go east and north to the gate to find a human has managed to stumble inside. Opt to take her with you.
After you put her in a bed to rest, the Elder comes to see her. Speak with the girl and she'll wake up, saying her name is Madeline. Maduin hands over a pendant and tells her that she's in the Esper World. Later on, Maduin wakes up to find Madeline gone.
Leave and go back to the gate where you found her, and north some more to find her again. You see a scene of their history and what happens after.
Two years later, another similar storm hits the world. The army of the Empire enters headed in person by the Emperor himself. You are shown what happens.
Madeline decides to escape with Terra. You will see what happened to Terra and how she was captured by the Empire and ended up where she did.