Spoiler (click to show/hide):
It's the year 1503, in the land of the Rising Sun, under the reign of the Ashikaga Shogunate and the divine emperor Go-Kashiwabara, in the midst of summer. The times have been a little calmer lately, as the warring clans of Japan have had to deal with a lot of upheaval after many of the supernatural and underworld realms have more or less had what you'd describe as a collective, trans dimensional seizure. Oni began rampaging out of the underworld, looking for booze, women, men and a good fight most of all. Yokai such as kitsune, kappas and tsukumogami became actual things and hazards, and perhaps most upsetting of all, dogs and cats had started living together.
Mass hysteria.
Still, chaotic times mean that it's a good opportunity for a wandering lower class samurai lookin' to make a fortune, and that's why you're in the city of Edo, which got fucked up pretty badly by an earthquake a couple of years ago and is currently in the process of rebuilding. There's a lot of laborers here, naturally, and a lot of businesses that cater to them. Drinking and gambling halls, police departments, brothels and food carts are everywhere, and of late, the ever needed Onmyōji and their yojimbo bodyguards, helping the human townsfolk deal with the nightly hijinks of the yokai and other supernatural creatures when they decided to run amok.
Looks like this'll be as good a place to start your journey as any.