"Wonder Egg Priority" centers on Ai Ohto, a withdrawn 14-year-old girl who struggles with the suicide of her close friend, Koito Nagase. One night, Ai encounters a mysterious entity that leads her to purchase a "Wonder Egg," a peculiar egg that transports her to a surreal dream world. In this realm, Ai must protect a girl from monstrous manifestations of trauma, known as "Seeno Evils," using weapons provided by the egg. Successfully defending the girl grants Ai a chance to potentially save Koito and others who have taken their own lives.

As the story progresses, Ai is joined by three other girls—Neiru Aonuma, Rika Kawai, and Momoe Sawaki—each grappling with their own personal traumas and losses. Neiru, a stoic and enigmatic girl, seeks to save her twin sister who died under mysterious circumstances. Rika, a former child idol, struggles with guilt over the suicide of a fan who idolized her. Momoe, who presents as androgynous and faces societal pressures, is haunted by the death of a close friend who may have harbored unrequited feelings for her. Together, they navigate the dream worlds, confronting their inner demons and the societal issues that contributed to their pain.

The narrative delves into themes of mental health, identity, and the impact of societal expectations on young individuals. The dream worlds serve as metaphors for the characters' struggles, with each battle against the Seeno Evils representing a confrontation with their fears, regrets, and unresolved emotions. As the girls progress, they uncover unsettling truths about the nature of the Wonder Eggs and the entities orchestrating their trials, raising questions about the cost of their efforts and the possibility of true healing.

The series balances its fantastical elements with grounded, emotional storytelling, exploring the complexities of adolescence and the lingering effects of trauma. The characters' journeys are intertwined with their interactions in the real world, where they begin to form bonds of friendship and support, offering glimpses of hope amidst their struggles. "Wonder Egg Priority" presents a layered narrative that intertwines personal growth, societal critique, and supernatural intrigue, creating a thought-provoking and emotionally resonant experience.