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You appear to have found an ultra wormhole
while playing pokemon Moon (or Sun) your 3ds explodes and a rift opens in front of your very eyes, entering it will send you to the world of pokemon, at the cost of your humanity, you will be transformed into your favorite pokemon (not the pokemon of your choice) and sent to the region of your liking, you are allowed to say your last goodbyes to friends and family, or not the choice is yours.
Also there is a possibility of you being captured, and no you cannot go to mystery dungeon instead (unless you find mew but that is near impossible)
