You are Kite, and you take weather that isn't yours. Each world has one kind of weather and a guardian holding onto it for a reason that stopped making sense a long time ago.
In each world: read the ten records scattered across it to learn what went wrong, which opens the way to the guardian. Everything you take, you keep, and it opens roads in the worlds you already left.
Worlds unlock as you finish them. Return any time, with everything you've taken.