If the Zorya sisters of the game bear a passing resemblance to the Zorya sisters of Neil Gaiman's novel American Gods, that's because both interpretations are based on Slavic mythology. In the story of the game, the night goddess has been tricked by Odin's ravens into leaving the sky, stranding her on earth. The lack of night causes the sun goddess to whither over time, bringing the world into an ice age. Eventually, the sun goddess finds her sister on the earth and begins a rescue.
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