At the beginning of the game, the protagonist is shown infiltrating the Casino and when spotted by an apparently human security guard they transform into Shadows. When the protagonist tore off their Masks, Demons erupted from their bodies. The protagonist escaped by shattering a glass window, when the alarm set off and he was immediately surrounded by the police. The protagonist and the Phantom Thieves of Hearts are shown marching towards the Casino. Later in the game, it is revealed to be the Palace of Sae Niijima, born from her jealousy of everyone close to her and her cynicism over the increasingly obvious corruption in the police department. Progressing through the area requires coins that are won by playing casino games set up by Sae's Shadow Self, who blatantly rigs them. The Phantom