Thimbleweed Park takes place in a strange small town that once had a booming pillow factory business. Unfortunately, after a fire shut down the factory many years ago, the town has been on a decline, though none of its residents seem to think the large number of closed shops is actually an indicator of the slump Thimbleweed Park finds itself.
When a murder occurs, two federal agents show up to investigate the crime, but not together. They aren't partners and have never met before showing up to the scene at the same time. Oddly enough, they both seem to have ulterior motivations for looking into the crime. You start off by controlling both the red-headed Agent Ray and Junior Agent Reyes, a duo that looks like they could be a certain FBI pair popular in the 90's.
While you can flip between the two characters at will (provided one of them isn't incapacitated, that is), there typically isn't a lot of advantage to playing as one over the other, though some NPCs do have slightly different responses in some cases. Mostly, you will just have to keep track of which character has which inventory items and you might have to hand some off to the other character in order to complete puzzles, but it isn't long before other playable characters get thrown into the mix.
Thimbleweed Park locals Franklin, Delores and Ransome the Clown also become playable characters, at first as flashbacks as Ray and Reyes learn about these people, and then again when you get to a point in the story where they are needed. Oddly, none of these five characters are all that normal. Ray seems to be working for someone outside of the unnamed federal agency that she and Reyes belong to, while her temporary partner seems to know something about the pillow factory fire and seems to have some kind of grudge against the company's founder, Chuck, a man who has recently died whose living relatives could be coming into a large sum of money soon. Delores is one of those relatives. She was Chuck's niece and recently left Thimbleweed Park to become a game developer for famed company MucusFlem Games. Meanwhile, Franklin is Delores' dad and Chuck's brother, but he won't be seeing any of the inheritance since he just woke up dead and is quite confused about his ghostly situation. As for Ransome the Clown, he was a famous insult comedian that rode along with the circus, but when an old woman didn't like his jokes and cursed him, he found he couldn't remove his clown makeup and now lives in the abandoned circus on the outskirts of Thimbleweed Park. Learning about each character's history and how they might be tied to the dead body is what you are searching for ... well, that and actually solving the murder, but that really doesn't seem to be high on anyone's priority list.