This anime is based on a series of light novels. The story takes place after World War One and is about mysterious collections of magical books that contain secret, forbidden knowledge. The collections are guarded by equally mysterious girls and their "key keepers." Our main protagonist is a young man named Hugh Anthony Disward, who discovers that his grandfather left him his mansion and book collection when he died. His grandfather also left him a mysterious little girl named Dalian who it turns out, is the custodian of one of these mystic book collections.
The first episode opens with a mysterious place filled with water and spiral staircases made of light. We see a young boy and a white haired girl dressed in white. The girl is reading a book. This is a very dreamlike scene and the conversation is very cute but also slightly creepy. We learn that this space without any walls, floor, or ceiling has many names, among them the Labyrinth Library. The boy decides to befriend the young girl, and then we go to credits.
When we get back from credits, we're introduced to our Main Protagonist, Hugh. His grandfather had been murdered by a burglar, and Hugh has inherited his home. The grandfather had been a "bibliomaniac" with an intense passion for books. (Both collecting and reading.)