You didn’t always live in Night Vale. You lived somewhere else, where there were more trees, more water. You wrote direct mail campaigns for companies, selling their products. “Dear resident,” you wrote often. “Finally, some good news in this dreary world. At last, a reason not to kill yourself!” Then you would delete that and write something else to send out, and it would not be seen by anyone.
You had a friend, and then a girlfriend, and then a fiancée, the same person. She cooked dinner sometimes, but sometimes you cooked. You often touched.
One day you were walking from the glass box of your office to your old Ford Probe, and a vision came to you. You saw above you a planet of awesome size, lit by no sun. An invisible titan, all thick black forest and jagged mountains and deep turbulent oceans. It was so far away, so desolate, and so impossibly, terrifyingly dark, and that day, you did not go home. You drove instead. You drove a long time, and eventually, you ended up in Night Vale, and you stopped driving.
You have been haunted ever since by how easy it was to walk away from your life, and how few the repercussions were. You never heard from your fiancée or your job again. They never looked for you, which doesn’t seem likely, or maybe it’s that in Night Vale, you cannot be found. The complete freedom, the lack of consequence: it terrifies you.