Well While I was reading MU Online beginning (on wikipedia)
I found that MU, is a legend.
Mu Online tells that the continent of Mu, once ruled by great emperors, has fallen into wars between its many feudal lords. Antonidas, one of these lords, was deceived to bring a terrible demon onto the continent. All of the lords were killed, and without any successive ruler, the continent's hope now remains with adventurers, that they may join their forces, defeat the demon, and restore peace to the continent.
The game world is based on James Churchward's book The Lost Continent of Mu. Mu is one of the continents that supposedly vanished under the seas, like Lemuria and Atlantis.
..It is not only a game, but a legend! :|
