You would be wondering, who's that lady?, where's Sorey and the others? what's with the dark place? Well...this is why the anime's title has a Cross at the end, this episode tells the story of Tales of Berseria, a prequel game of Tales of Zestiria. It's completely normal to be confused if you haven't played the game, I even had a friend help me tell a quick summary of Berseria. Judging by what Velvet and the others are talking in the next episode preview then it will tell the story about Velvet and the events that lead to her current situation 🤔 P.S. Better skip the ED to avoid getting spoiled on the future happenings in the story of Zestiria.