A bit more of spoilers beware:
It is misterious that before entering the building, outside the cove, there is this almost clear 99% sure reference to Nameless following the MC. Red eyes... in the water? It has to be him... <3 I wanna believe that for now, he is another witness not only followings us, but also analysing the current circumstances.
And you know (well this is just my personal cannon but) it would make sense that in order to fight what we dont understand we end receiving help from the depths of the unkown xD. I assume thats where the orb will play some role. It could be some kind of... price/payment to do something hahaha.
Also in this topic, I am getting the feeling that Jester might be this game Adachi´s/Akechi´s equivalent to the Persona series lmao... Even if its early to make those conclussions xD (Only persona players will understand what I am saying :P)