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Touhou story
| Those aren't really special endings. The game is meant to be beaten without using continues. The main plot of all Touhou games is basically something is wrong and Reimu (whoever you choose to play as) is going out to solve it/figure out what's happening.
| If you want more background on Gensokyo and the characters read Bohemian Archive in Japanese Red, Perfect Momento in Strict Sense, The Grimoire of Marisa, Symposium of Post-mysticism, and Alternative Facts in Eastern Utopia on Touhou wiki. They're all really interesting reads imo, and they're written from the perspective of certain characters (Aya, Marisa, Akyuu).
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| What should I do to understand any of it? I've already completed 3 games on hard with continues (6,8,10) and still have very little idea of context and surroundings. I know there's special endings if you complete the game w/o continues but are they worth it? Anyway how do I understand wtf is going in Gensokyo and wtf Gensokyo is?