All Stickmen or women in the game:
Location: Place where you start
"Whoa, that was some fall! You must have just come from the 2nd dimension, am I right? This here is the 2.5D world, so things look a little different but - as with all parallel universes - things are kind of similar, too. I know it's a lot to take in, but you're stuck here in Paper Thin City till you find a way home."
"Looks that way. Well, I suppose you have to start somewhere -- here, take this key. You can stay in my basement till you get your bearings; it's the building right behind me. Oh, and here's a couple bucks to start you off. Talk to me again if you want to know more."