After having been asleep for a long time, Nobody was awakened by the appearance of Little Sister in the Phantom Field. Upon learning that Little Sister's sister, Me, was also inside the Phantom Field, Nobody promised to bring Me to Little Sister. In order to prevent Me from losing her memories, Nobody gave her a new name (which is decided by the player). Despite Me's protests that she will find her sister alone, Nobody tagged along behind her. Once they reached the end of the first floor, Nobody explained that Me must find Memory Fragments in order to reach the lower floors.
As the two traversed the Phantom Field, Nobody experienced Es's memories and learned of all the fun things in the real world, developing a desire to leave the Phantom Field. She also slowly made Me warm up to her, becoming Me's first true friend.
Upon leading the reunited sisters to the exit of the Phantom Field, Nobody revealed that she couldn't leave without causing a catastrophe. She then pushed the distraught Me and Little Sister into the entrance with a smile on her face and one final riddle - “WHO AM I?”.
Once Me returned to the Phantom Field, Nobody revealed who she really was. After Es used most of her power to create the World of the Tsukuyomi, she was unable to use Phenomenon Intervention to stop Freaks from killing Touya and her other loved ones, merely reset time to before it happened. She also couldn't leave the Boundary to intervene directly because the Embryo was necessary to maintain the Tsukuyomi and without it the world would be flooded with seithr. Because the same event kept repeating, Es fell into despair and turned her memories into Memory Fragments to escape the pain, transforming the World of the Tsukuyomi into the Phantom Field. Es's remaining body and the Embryo then manifested a new personality, which became known as Nobody. However, Me was able to come up with a solution. Using the seithr her replica Origin of the Grimoire absorbed from the Memory Fragments to activate XBlaze and power up the Embryo enough for it to create a human body for Es, put Es's memories into the body and send it to Touya's world a few days before the tragedy to prevent it from happening while leaving behind the Embryo to maintain the Phantom Field. Unfortunately, Me did not have enough power and needed to use Nobody's Phantom Memories as well, effectively erasing Nobody.
As it turned out some of the Phantom Memories remained and were sealed inside Es's left eye and when Es activated her Phantom Memory: Xblaze, she was able to see Me one last time. This suggests that at least a piece of Nobody still remains inside of Es.