The purpose of the theme is mainly to prevent participants to post games that they created outside this Jam in other circumstances. If you consider that "Lost memories in a forgotten location" is relevant to our current theme Myths and Legends then go ahead of course: maybe just try to explain why briefly in the game? And then there will be no problem, don't worry.
However don't forget also that it has to fit with the secret theme, which will be revealed in 15 minutes now.
We don't want to prevent anybody from creating games with their own ideas, we really want to encourage creativity, but to be fair with all the participants, the games that don't seem to fit our themes will not be able to win. It doesn't mean we won't be interested in these creations and that they will be left aside if they seem of interest.
Long things short: please try to find ideas that are somehow related with Myths and Legends at least, if not with the secret theme.
A story around your idea of "forgotten locations" seems to me related with the idea of Legends, don't you think? ;)