Doesn't matter. It would probably take too long to allow the player to edit it themselves. Perhaps it could could be an upgrade that they can buy from the merchant?
I think that maybe in the beggining of the game could be an text explaining the context, like, the character is a zombie in a kind of dungeon and have to go trough the doors
My favorite one is the one where you died in the dungeon. Though the purgatory is the one that makes the most sense, as the game could be played forever: With your progress seemingly have amounted to nothing as when you reenter rooms later on the enemies return. Like Sisyphus from Greek myth.