I'm Not Alone's story, centers around Patrick Weber, an exorcist who possesses the ability to see into the daemon world, where he can see restless spirits and hostile presences. The title comes from the fact that this ability has left him painfully aware of the fact that he is "never alone". Patrick is called to a mansion in the Austrian mountains by its new owner, an elderly woman named Caroline, to free said mansion of demons, ghouls, and all things scary. The house was originally owned by a musician named Lilian Von Gruber, who was infamous for murdering dozens of people, including all of his servants and staff, before mysteriously disappearing. Now, the house is haunted, and Caroline has been cursed to be unable to leave the premises, fearing for her life from the numerous monsters and demons. As can be expected, these demons are none too pleased to have an exorcist in their home, and so Patrick must use his abilities to rid the mansion of the evil presences within it. The player can use his psychic powers so that Patrick can see the daemon world, allowing him to fight the demons using a pair of magical daggers and a crossbow that fires two kinds of magical bolts.
A journal found early in the game describes Von Gruber's descent into madness after the death of his mother, whom he was unhealthily obsessed with. In an attempt to resurrect her, he became a priest of the demon lord Baphomet, murdering innocent people and his own servants as sacrifices to the demon. However, even after the dozens of murders required to appease him, Baphomet betrayed the human, and while Von Gruber's mother's body was reanimated, her soul remained in the afterlife. Instead, Thamiel, a powerful demon minion of Baphomet's, was allowed to possess the old woman's corpse, intending to destroy the world through her new avatar. However, the journal ends abruptly with Von Gruber believing that he is himself becoming possessed by the demon, and regretting all his evil deeds. Now, the mansion is thick with the angry ghosts and murderous spirits of all the servants murdered by Von Gruber, who now mercilessly attack anyone who comes onto the property.
At the end of the game, Patrick kills all the reanimated servants (along with a few hundred Crawlers), unlocks the many, many puzzle seals, and confronts and defeats Von Gruber, who has been horribly mutated into a tentacled thing. However, after the boss fight, a dying Von Gruber reveals the truth: the seals and guardians he placed around himself weren't placed there to protect evil from the righteous, they were placed there to protect the world from evil. After his mother's body was possessed by Thamiel, he attacked it, and was accidentally possessed by half the demon's power. Although this cost him his humanity, it also left Thamiel, still in his mother's body, without enough power to destroy the world. Von Gruber used his newfound power to seal the demon inside his home, and himself inside a tomb, sealed by a series of elaborate puzzle locks and protected by the reanimated corpses of his unfortunate victims, now enlisted by Von Gruber's dark power to protect these seals to make it harder for the Thamiel to go free. He also reveals that his mother's first name was Caroline, and that the old woman who hired Patrick was in fact Thamiel in Caroline's body, hoping that Patrick would kill Von Gruber, returning Thamiel's power to her and thereby making her strong enough to finally carry out her mission for Baphomet and bring about the end of humanity. After this, Von Gruber slips through what appears to be a portal to Hell. Patrick is then attacked by Thamiel, who thanks him for his services and makes a supervillain monologue, and after a long battle, Patrick defeats Thamiel, who is pulled into Hell by one of Von Gruber's tentacles. The game's ending then depicts Patrick wishing he had a cigarette before he too is apparently killed by a tentacle.
Patrick has access to exactly two types of weapons: a pair of daggers and a crossbow. The two daggers have two different magical effects. The SOLVE dagger (the one bound to the left mouse button) refills Patrick's health with every successful attack on a monster. The COAGULA dagger (the right mouse button) fills up a "Panic Bar" with each attack, which, when full, triggers "Over Panic" mode. In Over Panic mode, Patrick's attacks become stronger and more precise. The combat tutorial also states that "When the Over Panic Bar lights up, you will be able to launch a double power attack", whatever that means. Both daggers deal the same amount of damage to the enemy. The crossbow is Patrick's ranged weapon, and does more damage per hit than the daggers, at the cost of being slower to attack. The crossbow can fire SOLVE bolts and COAGULA bolts at any time, despite there clearly being only one bolt loaded in at any given time, and just like the daggers, they refill Patrick's health and fill up his Panic Bar, respectively. There is no ammunition system to the game, so Patrick never runs out of bolts.
All of Von Gruber's many victims have been reanimated as monsters that Patrick must face in his struggle against evil. The majority of them are Crawlers, the murdered spirits of young men who actually do not crawl, instead sort of shuffling towards Patrick before trying a melee attack, that is unless he kills them first with his powerful crossbow. Crawlers come in three flavors: small, big (which act identically to small ones except for having more health and dealing more damage) and a third variety which looks like the small ones but have a ranged attack.
Another variety are Virgins, the spirits of innocent virgins drowned in the backyard swamps by Von Gruber as part of his dark ritual. They also walk up to you and use a melee attack. The females have a unique model, but the males are essentially small Crawlers with different sound effects.
Other than Crawlers and Virgins, Von Gruber's many murdered servants have been reincarnated as bosses, such as a pair of twin maids armed with steak knives, a butcher armed with a large cleaver, and a gardener armed with a scythe.