Most of the demo we played had us controlling John Yesterday during his first life as the son of Don Alvaro De Castro, Duke of Fuentenegra in the 1500's. As young Miguel De Castro, he has apparently been accused of being a spawn of Satan by the Spanish Inquisition. Denounced by his father and shackled to the wall of his cell, young Miguel has to try and find some way out of his prison and gain freedom.
The series of events that ultimately lead to Miguel's escape are rather convoluted, but this is an adventure game after all, so that isn't too unexpected, and going into any actual specifics would just spoil the fun for anyone wanting to dive into Yesterday Origins when it comes out.
As John, in the present, explores his past and tries to correct the ritual that makes him lose his memory after each rebirth, we also get to see Miguel's journey as he gets closer and closer to that same ritual and transformation. John doesn't have many clues about his past, but he and Pauline know that something must have gone wrong that first time since Pauline's resurrections allow her to retain her memories. Interestingly enough, the lack of any real consequences to her resurrections means that she ends up finding a rather unique approach to getting rid of unwanted wrinkles.