The World is split into two: The Cities of the Sky, governed by the Brotherhood of Future Thought and the Lower Regions ruled by the Order of The System, headed by the tyrannical leader Cardinal Galamease.

After a routine Friday night out with friends, Alex Wonder, an ordinary office worker, suffers a paralysis-like condition that lands him in hospital.

Alex awakes to find Mort Suspicion, a green, monkey-like creature, sitting at the foot of his bed. Mort promises never to leave Alex's side in case he changes his mind about ending his life. Never feeling better and with no intention of taken up Mort's offer of voluntary euthanasia, Alex, determined to find some semblance of a reality he thinks he knows, decides to leave the hosptial. 

From a corridor of picture windows, Alex chooses one that leads to the grey, silent world of the Man Who Saw Grey. He tells Alex the story of the once powerful philosopher E.K. having fallen from grace with the ruling body, The Brotherhood of Future Thought. E.K. being the most senior rational thinker is the only one who can help Alex.

At a Reverie, Alex meets the Bean Pole, a dream merchant and former member of the Brotherhood. He believes Alex has the special, but cursed gift of the Unaffected. This is enough for him to entrust Alex with the location of E.K. in the Cities.

Needing help to get to the Cities, Alex befriends Mary Merry, a Lower Region loner in search of a dream. Together with her parrot, Witty and her friend the Major, the group set off for Cities Of The Sky.

A brief encounter with a Alex Wonder look-alike, billionaire-socialite Alex Darkly, leads inspector Hinkly, investigating Darkly's disappearance, to arrest Alex for Darkly's kidnapping and suspected murder.