We Went Swimming in the Sea To stay warm from the cold weather, Azusa and her family decide to visit a beach, but they discover that there are jellyfish in the water. They meet Curalina, who is a traveling artist and a jellyfish spirit; they find her art to be quite creepy. She helps them get rid of the jellyfish by convincing the wave spirit, allowing them to enjoy the beach. In return, they agree to serve as models for her paintings. She also demonstrates one final ability by making the jellyfish glow. After a few days, the family all visit Curalina's house to see her art collection, accompanied by Vania, Fatla, Beelzebub, Fightie, and Pecora. They find the portraits of them to be quite unsettling during their time at the beach. Beelzebub examines a painting of some pyramids and reveals that it is actually a kingdom inhabited by ghosts. Despite her fear of evil spirits, Azusa decides to go there along with Rosalie, Beelzebub, Fightie, and Pecora, while convincing the rest of her family to remain behind for their own safety. After defeating some monsters and removing a barrier with Pecora's help, they reach the pyramids, but encounter ghostly women who reveal themselves after Rosalie convinces them that they mean no harm. A ghost girl among them introduces herself as Nahna Nahna, maid and minister of Muum Muum, the kingdom's ruler. She reveals that after a plague struck the kingdom, killing the inhabitants, Muum Muum locked herself in her chambers and refuses to come out because she thinks her people are boring. The group agree to help get Muum Muum to come out and proceed to face challenges to reach Muum Muum's chamber.

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