Your adventure begins in the mysterious Lost Woods, where you'll encounter the Skull Kid and lose your Ocarina. Follow the Skull Kid to the base of the Great Deku Tree, where you'll be transformed into a Deku Scrub. Proceed through the Deku Palace and eventually reach Clock Town, the central hub of Termina. Your first priority is to retrieve your Ocarina and learn the Song of Time.

Much like the surreal narrative found in The Legend of Zelda: Link's Awakening, Majora’s Mask immediately thrusts players into a dreamlike world that exists outside the kingdom of Hyrule.
While Majora’s Mask utilizes the Ocarina of Time for its core loop, The Legend of Zelda: Phantom Hourglass later refined touchscreen-based instrument mechanics for its own puzzle-solving.