Im so lost on whats going on here that i barely care now
They're performing on a variety show where they're supposed to roleplay as specific characters, but part of the process includes finding the clues that tell them who their characters are. It's a live action role-playing game of sorts, but is complicated by the fact that partway along they may find an instruction that causes them to have to act very different from the way they'd been acting up until now. This sort of scenario is often done using a murder mystery setting, where even the "murderer" may not know they're the one who did it until very late in the story.
You could see it as a test of one's acting ability. How well can they improvise?