The most popular virtual reality massively-multiplayer online (VR MMO) game in Yureka. It was developed by Dexon Entertainment, but particularly one individual. The game is played using a VR headset, a player's unique game ID card, and the game itself. It was in rival competition with the other popular VR MMO, Cyberquest.
Lost Saga is a subscription-based service that is linked to a player's ID card. When an ID card is expired, which always falls on a player's birthday, the player needs to go to an approved net room and go to a multi-scanner. The multi-scanner updates the physical appearance of the player onto the ID card (though male players must avoid having an erection as it will perpetually show in-game if it does). This is to keep the information of a player accurate and secure.
A retina scan in the headpiece is used to match with that of the ID to allow gameplay. Doing this makes it impossible for anyone but the IDs owner from playing with that appearance data. That being said, some players will hack their ID card to modify their appearance, such as appearing younger, or as a different person entirely.
A the end of the Demon Invasion Arc, it was revealed that it was originally a beta version of the game itself the whole time and was mistaken as the actual one, even by the Dexon admins and corporate leaders.
It ended with the in-game event "Last Saga," and players were reincarnated in Lost Saga II, an ambitious game merger using Lost Saga and Cyberquest players with the Lost Saga sequel settings.