John is the protagonist of the game who is a private eye in Hong Kong during the early 90's.
Jackie is John's Aunt who ran a drug clinic in the Kowloon Walled City. She goes missing after a series of disturbing events as the Kowloon Walled City is about to be demolished by the government. John decides to go looking for her after being tipped off by one of her assistants.
Egg is a black market vendor who for some mysterious reason has decided to stay inside the Kowloon Walled City.