There's a lot of back-story to explain why you're pulling a trigger, but it's one that's woven into the game with true next-gen (or 'this-gen, as we should call it) style. Al-Khalid is a city splintered by time, built by warring factions fighting for the power of the Abyss over millennia.
As you descend through a portal in the city and go deep into the depths below so you descend through time stolen from each of the city's epochs until you reach the point when the Firstborn was created. You'll encounter areas build partly of WWII architecture and on to the Roman era and beyond. This game world is built of a bizarrely elegant hodgepodge of style and thanks to Mercury Steam's own propriety graphics engine it looks remarkably 'Clive Barker.' Sweaty, nasty… possibly even smelly.