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Lost Valley is the first stage of Sonic Forces, which is located in the greater location based on Green Hill Zone from Sonic the Hedgehog, but with greater influence from the version seen in Sonic Generations.
Plot-wise, Sonic boosts through this region after receiving a distress call from Tails in the city, and discovers that the dazzling landscapes of these tropical hills were destroyed by the industrialization imposed by Dr. Eggman, the landscape now turned into a larger desert with dead and dry vegetation, with giant sandworms from Sonic Lost World's Desert Ruins swimming about in the background. The stage is relatively short, and is filled with hints to explain how to play as Sonic.