"Caligula" is a psychological anime series based on the video game of the same name. The story unfolds in a virtual reality world called Mobius, created by a sentient AI named μ (Mu). Mobius is designed as an idealized escape from the real world, where individuals can live out their desires and avoid their emotional pain. However, the protagonist, Ritsu Shikishima, begins to suspect that something is amiss when he notices inconsistencies in his surroundings. Alongside a group of similarly disillusioned individuals, Ritsu forms the "Go-Home Club," a group determined to escape Mobius and return to reality.

The narrative explores the psychological struggles of its characters, each of whom has sought refuge in Mobius to avoid confronting their real-world traumas. As the Go-Home Club progresses, they encounter the "Ostinato Musicians," a group of powerful entities created by μ to maintain the stability of Mobius. These Musicians, each representing a different aspect of human emotion and desire, serve as antagonists who challenge the protagonists' resolve to leave the virtual world.

Key characters include Ritsu Shikishima, the determined leader of the Go-Home Club; Aria, a mysterious girl who aids the group in their quest; and Suzuna Kagura, a cheerful yet deeply conflicted member of the club. The series delves into their backstories, revealing the personal struggles that led them to Mobius. Themes of self-discovery, emotional healing, and the consequences of escapism are central to the plot.

As the Go-Home Club battles the Ostinato Musicians and uncovers the truth about Mobius, they must confront their own fears and regrets. The series builds toward a climactic confrontation with μ, whose motivations and connection to the real world are gradually revealed. The resolution hinges on the characters' ability to reconcile with their pasts and make the difficult choice to face reality, even if it means leaving behind the comfort of Mobius.