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The occult elements of Arkane Studios' Dishonored have always been my favorite thing about that series, and as such, this Eurogamer article, that explores the metaphysics of Dishonored's shadowy Void and its mysterious denizens, was a nice read. The article draws parallels between the Void and a variety of real-world concepts and beliefs, explores its connection to both the whales and the rats, and even tries to explain how the dogmatic, rigid views of the Abbey of the Everyman fit into the bigger picture. An excerpt:
"The Void is unspeakable. It is infinite and it is nowhere, ever-changing and perpetual. There are more things in the endless black Void, Kirin Jindosh, than are dreamt of in your natural philosophy" (Letter from Delilah). Despite the best efforts of natural philosophers, the world of Dishonored is defined by occult, unknown influences. Here, we performed dark magicks, battled witches, conversed with spirits, and even traversed the distance in-between worlds during our vendetta-fueled travels through Dunwall and Karnaca.
Any inquiry into the metaphysics of Dishonored stands and falls by the Void, that shadowy realm that is the source of all magic, witchcraft and arcane knowledge. Even the Outsider, who appears as an ancient god that grants his arcane mark to the player, ultimately derives his powers from the Void, not the other way around. But the Void is an elusive place that doesn't give up its secrets readily, and we as players don't understand it any better than the seekers of Gristol or Serkonos who struggle to catch so much as a glimpse of it. So, what exactly is the Void, or rather, how should we think about it to make sense of it?
Even tentatively trying to figure out how the Void is positioned relative to the natural world, that is, how it fits into a coherent cosmology, is a tricky task. Sometimes, the shifting Void seems to be a place entirely its own, existing largely independently of that other world. Sometimes, it appears as a reconfiguration or twisted mirror image of fragmented and distorted places existing in reality, or even as a parallel dimension existing alongside the natural world while sometimes overlapping or intruding into it. You could even make the case that it exists "below", beneath the surface of the material plane, as the whales floating (swimming?) through the Void almost seem to suggest.
Perhaps there are analogues in the history of mythology or philosophy? Hell might seem like the most obvious contender at first, but the comparison falls apart quickly. It may be a sinister place and there is some evidence that it serves as some sort of afterlife. But while the spirits of Daud and others you encounter in the end of Death of the Outsider don't seem too happy there, they're not exactly being tortured by anything besides their own regrets. (And if you're interested in an argument against an interpretation of the Outsider as the devil, read Hazel Monforton's excellent PC Gamer piece on the matter.)
A better choice might be the primordial chaos of various creation myths (such as the Greeks'), which is seen as the unformed state of the cosmos before it was given shape through an act of creation or separation that brings order to the chaos. Given the Void's frequent association with the ocean, the description of the unformed cosmos in Genesis is especially tantalising: "And the earth was without form, and void; and darkness was upon the face of the deep. And the Spirit of God moved upon the face of the waters" (King James translation). Of course, the Void differs from the primordial chaos insofar as it exists alongside the fully formed world. But then again, we know that time works very differently in the Void, so it might be possible to view it as a sort of remnant or glimpse of that original chaos.
Speaking of forms: it may also be useful to think about the Void in terms of Platonic idealism. To grossly oversimplify, Plato's theory of form and the schools of thought it would later influence posited that we live in an imperfect world and that the things we perceive are like distorted shadows thrown by ideal, unseen forms. In other words, there exists, depending on interpretation, either a metaphorical or very real realm of ideals whose emanations constitute the world as we see it. Given how the forms of the natural world often appear in the Void as fragmented, twisted shadow images, it could be said that the Void is to the world of Gristol and Serkonos as the imperfect world of Platonic thought is to the realm of the ideal. And yet, it's more complicated than that. After all, the Void is more ancient than the world of humans, and heretics all over the Empire believe that the Void holds deeper truths than the natural world. And the powers that are bestowed upon them by the Void seem to confirm this belief.