Lots of scenarios.
The Good:
- They end up in a hub called the Nexus, or in a city ran by the equivalent of a mega corporation and get all the help they need to get started in this new life.
- Nothing truly stopping them from involving themselves with the world. In fact, it'll probably be encouraged depending on what it is, and only if they're heard by certain people.
- If they have considerable modern knowledge, they'd be hired/recruited for non-combat roles. If they've been Blessed by the Nexus, then they have a decent life ahead and it takes care of all language barriers.
- They end up in the current mega city of the world and make a living cooking up some nice modern cuisine, or get good at magic, which opens up lots of other opportunities (adventuring, academics, joining a mega corp, or becoming someone considered legendary (an Incandescent Color, or someone sponsored directly by an Atelier/mega corp).
- They become a part of the Nexus as Moons, Stars or the Exalted, basically beings deemed as Gods.
The Mid:
- End up somewhere rural and live a relatively normal life never knowing that eldritch entities literally roam right outside their doorstep.
- Learn the language of the world, or become Blessed and just exist peacefully. Start a farm. Anything.
- End up in a kingdom/empire rather than the mega corporations/Nexus and live a traditional medieval-esque life.
- Live a normal life, pretty much. Nothing more, nothing less. Can do what they want so long as they follow certain rules, especially if they live inside of a city ran by a mega corp. I.e, no flying over the city else it results in immediate termination on the spot, or in other areas it's forbidden to leave at night, less they want to get eaten by giant meatballs.
The Bad:
- Are too weak to fend for themselves if they don't arrive in some golden cradle of civilization. Guaranteed death with no way of communicating their woes to others. Just another brick in the broken wall.
- Die at the hands of eldritch entities born from the nightmares of the mind.
- Become one of these entities after being consumed by despair and their woes.
- Get pickled and fermented alive inside of a giant jar by cannibals. Maybe kept alive for a few years to develop the taste.
- Become a part of a living rug.
- Have a mega corp save you, then live the rest of your life knowing that you now live for them. If they tell you an entity is hungry, then you should begin seasoning yourself.
- Virtually incapable of reaching the same heights as those above them unless they get extremely lucky or are involved with certain miracles, like a wish granting miracle, etc.
- Have all semblance of thoughts stripped just to cope with the situation.
- Have a 'Healer' save you by killing you instead.
- Become a literal slave to the commandments of a piece of paper, like you're just an actor in a play bigger than you could ever imagine.