Don't try to get rid of the wings, though I'm sure someone warned you already. The most harm they do is make it really uncomfortable to sleep on your back.

Long story short Luceti is a place in a completely different world from your own, protected by a barrier that keeps anything from getting in or out without the Malnosso's permission. Most people here are from different worlds, including the Malnosso. Malnosso are guys who claim they're in charge here and they basically are because they're the ones who have all the power and we've basically got none. Well, some if you had some beforehand, but it'll be limited. You can't actually die here, if you do you'll come back with some serious side-effect of some sort. The Malnosso guys experiment on people after kidnapping them. It's supposedly so that they can find a way to get everyone home, but their experiments rarely ever seem to have to do with that. Oh and the barrier's up to protect us from the other bad guys outside who want to kill all of us instead of letting us keep here.

Other than that this place is basically a paradise if you get along with everyone. And yes, that was the short version. If you head over to the welcome center they've got a lot of information there too.