Death just fell in the well of souls to bring back his brother and spare his brother from oblivian. He is shocked to find himself in Equestia populated by beings the Kingdom of Man called ponies. While exploring this new land he discovers that humanity will not be revived until he finds all four rulers of this land and kill them to take thier crowns because together they make an incredible light that beams through all the realms cleansing them. If it does that, humanity will be reborn and the Horseman known as WAR will be spared.

As a warning there will be spoilers from the game so I highly suggest if you haven't beat or played Darksiders 1 or 2 you might want to do that to understand the story.