I don't what is going on.......

I am confused. I have not yet completed a single quest of fontaine. But yet it send me far to other place and in cut scene all the characters (furina included) are saying goodbye. But the problem is that I have never met these new characters in the game before (not a single time ) ans also not yet explored much area and not played in that region more than an hour..

Con you guys can do something aur can suggest something