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You are Klaymen. Klaymen wakes up in a building in the strangely empty world of Neverhood. Initially, he does not know where he is or what he has to do, but as he explores the area, he finds mysterious disks. Each disk contains a fragment of a recording; gradually, the backstory is revealed as Klaymen finds more and more disks. It would spoil too much to reveal the exact plot, as finding it out is part of the game.
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The Neverhood is a point-and-click adventure game, notable for its claymation graphics. It uses a simple interface: you move and interact with the world by clicking on the screen. There is no inventory screen, though Klaymen can find a few items he can pick up. There are few inventory-based puzzles; most of the puzzles involve solving riddles and interacting with the environment. Generally, the game is seen from a 3rd person perspective, but when moving between locales, you see the world through Klaymen's eyes (but you have a limited freedom of movement).