In Threads of Fate, you begin by choosing which character you'll play as: Rue or Mint. Their routes diverge at certain points, especially when it comes to cutscenes and the dungeons you explore, but story progression is more or less the same between them. This guide is split between Rue and Mint's perspectives (ordered Rue, then Mint), and further split into thirteen chapters for either character. If you're looking for a serious, emotionally driven story, you'll want to take Rue's route first; for a light-hearted and more comical story, take Mint's route. Either way, both routes must be cleared on one save file in order to see the secret ending.
Once you've selected your protagonist, proceed to the prologue. Let the hunt for the legendary [relic] begin!