From the Game's Introduction:
Every child knows that monsters are real. Not just thinks, but knows. They know that the Thing Under the Bed is waiting for them to get up in the middle of the night so that it can grab their feet and pull them, screaming, under the bed with it. They know that the thing in the closet is waiting for the night when the closet door isn't closed properly and it can come into the bed room and steal the child's soul. They know that the Boogie man is out there in the dark waiting for the naughty children so he can steal them away, melt their faces and turn them into another boogie man. They know that La Llorona is out their calling their names to lure them into the dark where she can kidnap them and drown them in the river. Every child knows that the monsters are real. Every child knows that the adults have forgotte this.
At some point when every adult grew up they forgot what it was that terrified them in the dark. They forgot the cold sweat as something scratched at the inside of the closet. When their own children cry out about the monsters they tell them monsters are not real. They aren't lying, they just no longer remember the truth.
It's up to the Children to stop the Monsters. No one else can.
Every child knows that they cannot fight the monsters on their own. This is why you and your friends have formed the Monster Hunter's Club. You know that if you can work together you can defeat the monsters in your neighborhood and make the nights safe for every kid at school.