The characters died in the first episode.
I know, Dying Dream guesses are predictable. But there's no way they could have survived the fall off the cliff. The series is actually the dying dream of a character, one who doesn't know geography well. They created this world because, hey, living in a canyon with a wacky group of people is slightly better than dying.It's probably Jake, since living in the canyon would be a living hell for Roxie, hence why he seems to have the easiest time in the canyon. Since he's a young kid, he imagines everyone as simple, one-note characters because he's too young to understand more complex personalities.
