Fate
When the player spawns for the first time in the hub world, their eye is likely drawn to the house on the left of the field of view. The house is missing a wall, so it is easy to simply walk in and discover what objects lie within. This is one of the areas most saturated with gem-linked objects in the game, so it is obvious that the game is designed in a way that guides the player towards this area in particular.
Upon entering the first subworld, the player is confronted with a series of poems, while a voice speaks in the background. The poems are of a somber nature, adding to the unique atmosphere of the game. Next, the player enters a circular portal to enter another subworld. This next subworld is more brazenly sad than the world before it, as the player is immediately confronted with an image of a burning house, while the voice that narrates the game describes the events that lead to the fiery scene.
These two subworlds are illustrative of the consistent theming of the subworlds. Each subworld seems to be linked to a specific person from the party who is now dead, and the hub world is where the protagonist now resides. If one were to speculate more deeply about what this means, one could assume that the hub world is representative of the empty, hopeless world the protagonist lives in now that everyone important to her lies dead, and that each of the objects transport her to a memory of the person the item was important to. Something interesting to consider is found in the article "How Well Can We Remember Someone's Life After They Die?" by Julia Shaw. She states that, in grief, memories can become warped, causing those left behind to believe things happened that never truly did. One can wonder how accurate the protagonist's experiences can really be, because as everyone from her party is dead, we can easily deduce that there would be a massive mental and emotional toll on the survivor.
For further reading, go to https://blogs.scientificamerican.com/mind-guest-blog/how-well-can-we-remember-someone-s-life-after-they-die/ and the fourth page of Santiago Thorup's analysis of The Dead Tower.