Your character believes they've been living in the city of NeoGenesis their entire life.
It's a lie.
They've been kidnapped from his original universe. Upon arrival, a chip was implanted in their brain which granted them false memories about a life they never had here in this city.
They're also assigned a serial number which decides their place in this society, whether they're rich as a prince or will walk among the filthy scum of the Abyss.
Then they're released into the city, to live out this life they believe has always been theirs. Only... sometimes they remember strange things that don't make sense. Things that belong to a different world entirely. Just flashes. Pieces that don't fit.
Maybe someday they'll figure it out, but right now they're just trying to survive.