Lost Ones is a map tile exploration game set in a "Choose Your Own Path" story. The player takes on the role of one of four available youths who have been kidnapped and taken to the Otherworld, home of the Fae. The game begins just as the player escapes captivity during a conflict between warring Fae factions and must now explore this magical realm of dreams to discover a way home. Besides solo play, there is a cooperative mode for up to 4 players.

• Explore a new area by placing a map tile, moving there and reading the introduction of an encounter in the Story Book
• Perform an action in a story encounter
• Move to an adjacent map tile that has already been placed
• Activate Boon cards

The player must locate and find a way to open one of several Gateways to get home. This must be accomplished before running out of time, having an empty Hand or being caught by Fae sent to hunt the character. Careful use of resources, piecing together clues and acquiring special Boon cards are key to winning the game. Based on the choices made by the player, there are also a dozen different story endings with their own epilogues.