Aoyama is a boy in the 4th grade. Every day he learns about the world, and he writes what he’s learned into his notebook. He’s friends with “The Lady”, a young woman who works at his dentist’s office. One day, penguins appear where Aoyama lives. These penguins appear out of nowhere, and then simply disappear. Aoyama begins his research in order to solve the mysteries of the penguins. One day he sees the Lady throw a can of soda into the air, and watches it transform into a penguin. As he stares, the Lady gives him a challenge. "Try and solve this mystery. Well? Do you think you can do it?"