Board Thread:General Discussion/@comment-26009886-20150301062127/@comment-25889587-20150301073932

That's the art of a narrative, where you aren't told the exact story, but you can learn the background by looking at visual or verbal clues in the game.

Now I think I've compiled what I know in each of the episode's article, since I made them. The origin of the cookies are unknown, but I believe they have once been living in the Cookie Kingdom, where they were captured by the Witch (only the silhouette can be seen). Some time passed, and they finally broke free and escape back to their kingdom, where they found out that their hometown has been ruined by someone.

Primeval Jungle tells us that the cookie explores to find someone who is responsible of taking out their kingdom. Unknowingly they ended up in the Pineapple Village (Stage 8-10). They may be the one responsible, but I don't know about that one.

Dragon's Valley starts at the Pineapple Village being burned down, and the cookies exploring there have to escape and enter the dragon's lair.

And last but not least, I don't think the Ghost Pirate's Island of Coins is canon in the cookie story.