Think of it as some kind of weird virus that makes ridiculous shit happen to you, no matter where you go.
Long story short, this world kidnaps people from a bunch of different worlds. If you're lucky, you can get sent back at the exact moment you left. You won't remember this place when you're back home. If you're kidnapped away, you may or may not remember being here. I speak from experience. Apparently I was here a long time ago.