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So it's been a while since I last wrote this, and now it's time to bring this back. With now a better update, and the fourth song!! dun duN DUNNN
Updated 8/13/15 @ 10:20 a.m. This will be the last major update. AND THE TRUTH. Anything further than this will be just touch-ups.
up-to-date 11/6/18 @ 4:44 p.m. just minor edits. like my username.

(A/N: THIS CONTAINS MAJOR SPOILERS. FOR LITERALLY EVERYTHING. WARNING.)

On a side note: warning. Long. May be very confusing and/or jumping around a lot. I'm very thorough. Note that this explanation of mine may not be exact, but it is pretty accurate to the series, (which would mean this is more likely an explanation than anything). The novel does explain a lot of major plot holes I may have had in this theory. Looking back, it makes more sense, and I was actually pretty darn close to score the first time. I would be glad to have comments if I need to fix anything or if anything contradicts what I wrote, or if I didn't explain something enough. IF YOU HAVE QUESTIONS, FEEL FREE TO CHECK THE COMMENTS! I've gotten multiple questions already that have been cleared up, so just in case someone already commented a question of yours, look there! Thanks for reading this, -paint

If anyone has any questions, feel free to ask in the comments.

I've included some answers to contradictions to my own theory and others I found here and there, because only the author knows the full story. If you have a way to answer those questions, even if they're now probably just small details, I'd love to know.

So, if you're here, you're familiar with the Night ∞ Series. Here's some information just in case you're not.

Most of the summary of what goes on in the PV is HERE . The four songs, Bad ∞ End ∞ Night, Crazy ∞ nighT, Twilight ∞ nighT and EveR ∞ LastinG ∞ NighT, are sung by Hatsune Miku , Kagamine Rin , Kagamine Len , Megurine Luka , KAITO , MEIKO ,GUMI , and Camui Gackpo . The novel (there are two parts) can be found here , with a pdf translation if you so are inclined to read it.

In these songs, the vocaloids have certain roles.
The story revolves around a house caught in time with the house's inhabitants, a villager, a faded letter, and an unknown shadow. The house contains 7 people: the Butler , Girl Doll , Boy Doll , Maid , Head of the House , Wife(Lady of the House), Daughter , and then there's the Village Girl and the Mysterious Shadow. - From the Vocaloid WikiOk, so based off of this information, Gakupo is the butler, Rin and Len are the Dolls, Gumi is the maid, Meiko is the head lady of the house, Kaito is the head of the house, Luka is the daughter and Miku is the village girl, and later on, the lead role. No questions about that, because the dialogue where she is speaking, especially in Everlasting Night, says 'lead role:' and not 'role of villager:', sometimes. In the novel, it's heavily hinted that the mysterious shadow my in fact be the butler, or Gakupo, since during the events of the epilogue he disappears without a trace, leaving a note signed by 'The mysterious butler' or something along those lines. Following my theory it's true that whoever plays him/her is the one 'overseeing' the 'play', as described in the songs, or the one in charge of it, etc.

Alright, now that that's done, you should have already gone and read the summary/watched the songs, etc, so that this makes sense. Or read the book too, but if you found that confusing you're welcome to read on here too. I will be doing the explaining periodically by what shows up in the videos from beginning to end, and then at the end there will be a huge summary and re-stating many things over, so that it might connect smoothly.

The main idea of my theory while watching this is, that the people living inside the manor were put under a spell, curse, or some controlling force of the sort that cannot let them escape.

The only way to put an end to this force controlling them is to find the "True End", or maybe the right way to end the play and have everyone escape and be freed. The 'curse' or 'force' that I think the people in the mansion are under is that every time they deal with 'the visitor' - rather, just Miku, they have to welcome them according to a preset 'script'. There is evidence of multiple time loops, so instead of instances where these people received different visitors, it was the same night repeated over again many times. There weren't countless visitors, there were just countless Mikus, for a reason I'll explain soon. Basically, the rest have to follow exact directions as how to welcome them, how to talk, how to dress, everything. And the 'true end' is what Miku has to find - the truth- she has to predict by chance or with clues the outcome of their directions and follow the preset 'plot' until the end, where if everything goes exactly to the preset plan they will be freed and can escape the manor. (It's like a different way of giving her a riddle to solve, if you think about it.) And the reason why I say 'every time they deal with Miku the visitor' is because I have a feeling, given from the lines in the songs, the manor inhabitants have been repeating the same actions over and over again for quite a long while. Ergo, they're used to it to the point of having no fear of messing up. Of course, this is because the 'preset plot' is actually heavily modeled off events that occurred in the real world right before the actors were put into this manor. This is info from the backstory I found out, so read on if confusing.

At first I thought that the manor inhabitants received multiple visitors, but then I didn't know the backstory. The coffins in the secret room Miku discovers actually holds the eight others' true bodies, since following the lines of 'this world is a fake' and the actual models of the actors are stored somewhere safe. (see below for further details).

You also can ask, "Well then why can't the people living inside the manor free themselves? Why does Miku have to do it?"
Well the visitor has to do it because the people living in the manor are tied to a certain script, they can only act or think as they are told to. The visitor is not tied to the script and can think on their own, therefore it is up to them to control the outcome of the story. Control it right, you free everyone. Control it in a wrong way, you have to start over.
I was correct in saying that it seemed this way because of the attitude put forth by the other actors besides Miku the visitor, however it was done so only because of a specific reason. There is no controlling force other than the fact they are stuck in this never ending fake world. Those inside the manor, whether it is Miku the visitor or the others, all have influence over what ending they get. Why, you ask, I shall explain.

Alright, the main point aside, let me start from the beginning.

I suspect that the mysterious shadow that the song shows at the end is probably the person that put, let's call it a curse, on the people living in the manor. This is because the actual plot goes like this: Everyone in the song used to live in the real world, in a real city or village, and with the exception of Miku, worked for a company the novel describes as the Burlet Company, which dealt mostly with theatre. The seven vocaloids used to be lead by a well-known star, (name unknown), who eventually grew tired of the job and turned on everyone else. During this time, the troupe was going through some financial difficulties at the time, and so Len, Kaito and the rest worked to come up with a reason to try and get back out of debt. Originating from Gumi, they came up with a script called "Crazy Night", kicked the former star out, and started auditions, of which Miku won. That's how it begins. (It's also why her name being the 'visitor' and 'lead role' simultaneously make sense-she came in on an audition and got the role.) So whoever the shadow is cast the curse on them, so they could be able to watch the 'cast' and play the role of the 'director' with amusement. Whoever it is wrote the 'play' for them to follow in the fake world, and came up with the curse. This is true, as there is hint enough to point that this shadow may very well just be Gakupo influenced by the ghost of the founder of the Burlet company. Or something. That's unclear, but very likely. The mastermind doesn't have its own specific entity, they're not represented by a different vocaloid, etc. These actors in the real world forged and acted a script that wasn't originating from the founder himself, possibly angering the soul of the deceased founder, who in turn, put this curse upon them. This is still only part of the reason, though.
Following this, the shadow also does get looped into the never-escape setting, so now they cannot get out of it either, whether this is because they're monitoring the curse or they're stuck with Gakupo. At the end of bad End Night, the shadow is seen weeping, partly because of the fact that they and everyone else are stuck in this curse that's different from the real world for the time being. So now, you have the manor's inhabitants including the shadow both wanting to be freed from the curse. (Even if the shadow still finds it entertaining.) And the only way to do that is to have their visitor, Miku, find the true end and free them, because once the visitor comes they cannot be freed until they find the true end, either. Have you ever heard the saying, "Without an audience, the play is nothing"? It's like that. The shadow in the songs usually gives the applause, and can be considered the audience at the same time. Because this isn't all that convincing if I just say they're stuck there for whatever reason.
Basically, the people in the manor are stuck in time and have to perform the same thing whenever the day repeats, until one timeloop version of Miku finds the true end and they are able to escape. But there is a catch. Miku gets only a certain time to find the true end, otherwise they have to start over from the beginning again and again, until they succeed. My reason for this is because after Crazy Night when Miku does not find the true end it shows her with the letter, exactly where she was at the beginning of the story, possibly indicating that the night had reset and she has to start the 'play' over again.

So timeskip, this has been happening for a while, Miku keeps coming and failing to find the true end, and none of them can find the true ending. The coffin Miku finds later on with something in it is a past timeloop version of herself that holds the truth. Erm, I originally thought there was countless visitors, but the fact is there were countless Mikus. Nobody else is involved in this except for the eight, and I'm just going to say the spirit of the deceased founder of their company that works with Gakupo/the butler.
Now, let's see what happened after the seven actors in the real world forged the script to try and get a shot at getting money again. Miku is enjoying herself, it's her dream to be cast in this actual play; however most likely the shadow, or the ghost of the deceased founder, (in the body of Gakupo the butler, possibly) gave her a letter addressed to her speaking of the truth, and how the rest of the members planned to accuse her for doing it all if they were ever to be caught. Miku, of course, new star she is, gets saddened, and talks to the rest of them. However, the part where they were going to blame the forgery on her was a fraud to get her to be wary of them, as revealed later. An argument happened on the day of the performance, and right in the intermission of act 1 and 2 of the play, Miku dies backstage (falls down the stairs). At the point of her death, the mysterious shadow activates the curse, where the others are forced to redo the play. The inhabitants choices to return to reality are to find the true end (in which Miku dies, and they accept her death. This is a story of acceptance of the consequences of their desperate attempt to save their company), to keep repeating the play over and over again in which every night a magic version of Miku wakes with no memories and has to find out the truth that she'd already died. Or, the alternative is if the inhabitants repeat the play a number of times and save Miku from dying, the real world will differ and she would be prevented from dying. All at the entertainment of the mastermind.

So after Miku died, the inhabitants hid her body in the coffins as well as with their real ones and vowed to protect Miku from finding out the truth so they can save her fake self from death a number of times until the real would would be affected and she would survive to return to the real world and finish the performance of the forged script of Crazy Night. I also think that she was, in a way, directed towards the manor, because as it turns out the letter is blank, and in Twilight Night you find that when the manor inhabitants open it, it is blank and when they put it into their script, it resets the night and Miku has to start over, as I explained earlier. If she was directed towards the manor, then that means it is 'fate' to do so. We do know, this makes sense because the story revolves around her death and what the others were going to do about it.

Ok back on track, after Miku is welcomed inside, the other vocaloids say lines like, "Not a single step, or movement shall be in error," meaning that they have to go through the opening welcomes again. (I.e. reenact Act 1 to reach the critical point of inbetween the two acts where Miku died in the real world.) Now, after this Miku asks them, "How shall I return home?" so the other vocaloids respond, "When the play is over, you shall return." Indirectly giving her the job of finding the True end, or the truth. But in their eyes, the play ending for them is the day they'd be able to save her from that moment of her death.

The first ever timeloop Miku soon realizes that she has a limited time to be able to find the true end, and as a result, she panics. This is a reasonable thing to do, according to me, because if you were given one night to find something you have no idea to find, you would freak out. Anyways, she settles to the idea of killing everyone in the manor to escape, the same as you would probably destroy a wall to get past it if you absolutely cannot find any other way around it. So she isolates herself most of the night, and finally carries out her plan. At first she thinks she is succeeding, but it turns out she is wrong and at the end of bad end night/crazy night she looks shocked, disappointed, and possibly scared, as she says "Bring back the true night!" But everything resets, because of the lines, "Let us meet again another night!"

To the inhabitants' point of view, in crazy night, a page of their script goes missing. This means, they temporarily have no script to follow, so that means, they can think on their own for a little while. As their first task is to find the page, it shows you that they are unprepared for this sort of thing happening, because of the long time it took for them to think. If they are unprepared for this sort of thing, that means it has never happened before. And that means, they have that short span of freedom to think for themselves and for once, are not tied to the curse, even though it seems like they do not notice it.
This is not pomp and circumstance, however. the page missing was the page that described the intermission - the moment of Miku's death. Luka herself, in front of everyone, ripped it out, and they came up with this excuse to act within character, but without super tight rules to be by. (for instance, this gave them the freedom to wander the manor, and watch Miku at all times to make sure she didn't die by accident. If she ever died, the whole setup would be useless and the others would be forced to return to reality without her.)

Now here I'm sure you've heard the "Miku is the one that stole it, because of (insert reason here)!"
Now, I know why this seems like a very probable thing, but I happen to disagree. It only seems like the people in the house think it is Miku, because there is no one else in the manor, and they are tied to the script. So they think that no one could have stolen it but Miku, because the rest of them have to follow it, so why would they rip a page out? Well, Miku didn't steal it. She was probably away from them, planning her plot to kill all of them for her own sake of escaping. At this point of the song Miku is still set on only freeing herself, and does not know that they have a 'script' to follow. It is still the first night when she does not know what to do and does not know yet that she could go and look for clues. She does not give any notion of knowing they have a script either, or what benefit she would gain from stealing it, because she already has a plan to kill all of them. If she had that plan, where would stealing the script come into play? Remember, crazy night is told from the perspective of the inhabitants, and bad end night is told from the perspective of Miku, and bad end night does not even mention a script or a page. That only comes to play in crazy night, adding to my suspicion that Miku did not steal the page. And crazy night is still only the first night Miku is there. Now, the reason why the inhabitants resorted to stealing a page, because they knew without the page, they would have an excuse from not knowing how the last two acts went. Even Miku, who read it once, said that anything after act 2 she could not comprehend, even though there were words on the pages. ( This last line though, is mentioned to be because she dies after Act1, so she wouldn't be able to read anything past that.)

Anyways, song wise when that happens, that's when Miku comes, kills them all and resets the night.

Twilight Night is about, I think, the second night that Miku's at the manor. Here, I believe she takes a step back and realizes the situation better, so she goes off into the coffin room to hunt for clues, or a lead. As she is there, she comes across a certain coffin that she believes might give her a very big hint into what the True night is, so she proceeds to open it. (SEE BLUE BULLET POINTS AT END, FOR WHAT SHE FOUND) But, above her on the next floor the inhabitants are seen searching for the missing page, which has become a constant in every night for them. So they open Miku's letter, trying to find some leads, and see that the letter fits the page dimensions of their script. Desperate to find the ending and/or be freed, they insert it into the book. But Miku tells them no, that is not the ending, because as you can see the night resets again, for the second time. Here, Miku was close to finding something but the others opened her letter and they weren't supposed to, and reset the night. This letter is important, however.

"How did they reset the night? Why was the letter there?" You ask.
My answer is, Miku was given the letter to be used as a last resort. Kind of like, if she knew something went wrong in the play, resulting of something she did, probably, she could insert it into the script and reset the night over earlier and try again to find the true end. Since it's not supposed to go in such a random place, and this letter is revealed to supposedly be the endroll, (see below for further explanation on the endroll), the night would reset because there's no use putting the end credits of a movie right in the middle of it, that's wrong. But the other vocaloids used it before she could, which is why they accidentally reset the night.

"Why did the others find her letter? I thought you said they could only follow the script."
Well they could, but as a result of the page being torn out, they were granted a moment of freedom to think for themselves. A.k.a. improvising. They did this on purpose. They are actors, right? Actors can be someone they're not, if they try hard enough. These guys surely did put on a convincing act, all for the sake of Miku, of course. They tried to test the letter, so they tried to put it into the script thinking that it was the true end out of desperation, again, they have been stuck for a long time and really want to be freed. They accidentally reset the night. Also, the reason why they were not given total freedom is that the page torn out is only a page in the middle. The end of the script still exist, as all the other pages that are after the torn one. That way, the play cannot end early, as there is still more to come. The torn page was a bit like intermission, if you think about it. This is actually exactly the intermission. They do have complete freedom, but are restricted by their consensus of protecting their friend, no matter how badly they would like to respond out of character.

"Wait, so if the ending of the script exists, why don't they just read it? Or at least know how it ends? Plays require an actor memorizing the full thing, you know."
So as to this, it was because in the real world, none of them ever played past act 2 (since miku died before that could happen, and that 'moment in enternity' is this cursed repeating world, while in the real world, no time has passed at all. So since none of them have played past act 2, even miku, none of them knew what the ending was in this fake world. The book says it's just like simple amnesia caused by the curse.

ALRIGHT HERE'S THE NEW PART:

Everlasting Night begins where all the manor inhabitants are bored. They haven't had a guest to entertain and the play cannot start without the lead role. Or the audience for that matter. But eventually, this timeloop version of Miku does come, and the manor inhabitants describe the night as entertainment, and go on to talk about how they're 'slaves to the script', to the 'lead role's script', and how the script itself is 'controlling captivating.' Way too obvious in further supporting my theory above, and indirectly saying the inhabitants have rules and set procedures to follow.
They say further phrases, like, ""May this magnificent night go on!" They pray." which means the guest is happy and entertained. In this case, it's Miku. But, they say that like they already expect her to be happy and entertained.

Speaking of the party, this seems more of a distraction to the guest than anything, other than it being there for entertainment, of course. The wiki summary, if you read it, told you that Miku broke the glass of the main clock, entranced by the manor inhabitants' party. Okay, so if that is the case, maybe breaking the clock ensures that Miku is the guest fated to try and free these people, like stopping time (thus the lines "eternity in a moment", etc). It could also be that it was a hint to the guest that the clock hands may be useful to helping them find the True End. Which actually turns out pretty important in the end. Turns out the hour hand is disgused as a knife, which is true to reality (since the real play they were acting for people was the setting for the curse, almost set that way like karma).

Now you may ask, "Why doesn't Miku just run away, then, if she has to break the clock before becoming the guest?"
I think maybe as soon as one steps into that manor they're doomed to trying to fix this puzzle, but if you want an answer I'd say I'm pretty sure Miku retains all she knows about the place minus the fact of events before the party (so she won't simply run away, because there'd be no story). The party being a distraction is sorta like getting drunk and not remembering what you did the next morning, that kind of effect. (Update it also is shown that out of 8 wine glasses, only 7 are filled, meaning one didn't drink the wine (as Gakupo's wine bottle that he holds often is still not empty just yet). So my comparison above is supported. Miku does not remember exactly what she's supposed to do, but a rule of this curse is that Miku is fated to die, no matter what. This draws her to be productive, but the outcome depends entirely on the other actors, who do remember everything. After the party, Miku knows things via deja vu in a lot of cases, why else would she not think of trying to kill them all again and start to be productive and investigate the coffin room? Which, now she shows no sign of initial shock/scare of the coffin room, can be from a subconscious immunity formed from seeing it so many times in other time loops. The house inhabitants, on the other hand, remember everything, and every time decide to do something different because they learnt from past mistakes (i.e. resulting in their deaths, inserting the endroll into the script at the wrong time, etc)

Onwards with the song. Miku wakes up to see the manor people different, like Rin and Len are actual dolls with ceramic joints or something. This leads her to believe this world is a fake, which it is, courtesy of the mastermind's curse, which is in my theory at the beginning. Because the people in the manor were killed by Miku in the first night, in the second night (last two songs) they came back to life, technically, when the clock rewound, with no memory of this, seemingly (see point above), or else they would all pretty much fear her, as you would meeting someone that you know could kill you. They're fakes (their real life bodies are preserved in the coffin room). They are trapped, and serve as test puppets, to react as the guest/villager acts. Basically, it's how you would make second copies to test something out. Like two rockets to test if your original would fly without breaking it.

Now time really is eternity in the moment.The imagery in the video of Miku running on the clock (race against time) and is being sliced in half with ink or what I'm going to assume represents blood repeatedly (tried and tried again) while the mastermind watches/looms over her in the background (again, the director).
Also, it is important to note that the library depicted in the songs hold many books, yes? it is a fact that each one of these books holds the story of a timeloop. There's a lot of those books. There have been a lot of time loops. And not a single second in the real world has passed.

To the last, most important events.
Alright, so the people in the manor cannot still find the missing page, and it is now the third night, since first Miku killed them all (reset) they used her letter at the wrong time (reset again) and now it's night #3. Respectively, since there have been much other time loops before this last one.
Now when the manor people have that span of freedom as a result of the missing page, they're bored. Can't find a solution. So they start to think. The lead role is Miku, who's supposed to be the main character and save them all. 'As long as the lead lives, the play goes on.' Until they find the true end, of course, because they're trying to keep her alive in the end. But they bring up a point. 'But if the lead dies,' (meaning Miku, who still technically hasn't died yet), 'the play will go on, either way'. So, can't they be productive and bring in someone new? However, this conversation is only talking about how that to return to the reality they want, they have to bring the actual Miku back from death by protecting the fake one in this other world. Of course, they have never probably done this before. Ever. Because if they did this every time it would be just too complicated and as I said they were way too panicky in the last two songs to have that be part of the script.

Meanwhile Miku's thinking of saving them from this fake world. She's still got the letter in her pocket, the night reset. She calls it an endroll, which is by definition the end credits of a movie. In a typical book, it's that blank page in the back that seems to have no use whatsoever. Miku seems to think that she can use the endroll to save them. It is part of the ending of, well, something, at least. It is revealed that she has to use the wine to write the ending and then insert it into the back of the script.

Meanwhile the house inhabitants are still thinking. Miku walks by a room where they are all talking to each other.
They discuss that they want to bring someone back from the grave, they plan to switch the fake visitor (Miku) with the real one(that died), and not tell this world's Miku any of this. Of course, because if she found out she had died, she'd freak out. (Explained above, they really want Miku alive and they're sorry, so they have to endure this fake world to try and get her back to life again, or prevent her death from ever happening.) They plan to use the encore.
But first, what is this encore they speak of? It's not Miku's letter, that's the endroll. But an encore by definition is an additional play performed to the appeal of the audience. Basically a sideshow, extra scene, etc. (Therefore, it could be an object, but they could also be describing the scenario at this moment in time.) This makes sense, as the missing page or intermission that gave them freedom to think is not part of the play, thus it is considered 'extra' and now these 'scenes' become an encore.
But before the house butler or Gakupo can say what it is they will perform to proceed with this plan, Miku mocks them with their own line and runs, feeling betrayed. She feels insignificant, feeling as if she was just someone's substitute and that they were using her. She doesn't know about their set script in existence, she doesn't know why she's here, just she has to solve it. It's basically a huge misunderstanding. It mentions the lead role (Miku) longs for the missing page, because with it intact she would never have had to be betrayed and used, the people would never have had to think about a new person. however, it is just a misunderstanding, because she has already died in the real world.

Miku describes the 'bad end night' with ironic sense that the encore(read above) follows it 'to the letter', and that means it's all bad news for her. Miku runs to the coffin room, opens most likely the same one she opened in Twillight Night before the manor inhabitants tried using her letter. Miku cuts herself with the clock hand and spills blood onto the letter, on which words start to form and her dialogue is back to 'role of villager'. Since, she's the fake created by this world for the others to save. The spilled blood is used to write the ending, which she destroys the play and returns everyone back to reality. She opened her own coffin, and within it it contained the ripped page Luka tore out (the missing script page) that in this world, described her death in the actual one.

So we all know Miku does kill herself. At the end, it says, "into the unwanted reality we return" meaning by committing suicide as the guest, she sends the manor inhabitants back into reality and forces them to accept her death.
Now what I found intriguing is that this was the actual true end, at least, before I read the book and before that plot hole was covered up. I thought it would be one of those bittersweet endings, but it turns out it was how it was supposed to go.

Now for the (hopefully not) confusing wrap up!
Now I have explained all that happened before and during the songs. In real life, the seven other vocaloids were in financial crisis, so they forged a script not written by their company and performed it. Mysterious person, most likely angered deceased soul of company founder, makes Miku become distressed at the truth, but she accidentally dies. The mastermind (company founder dude) casts a spell on them, they are stuck in a timeloop, where they either kill Miku and accept her death and return, or they save her from any possible death, they set it all up from the ripping to the page to plaaning what they were going to do about obtaining the endroll with her and the clock hands (keys to the coffins), they feel ready, they awaken the fake Miku, first she tries to kill them, time resets, then she tries to look for clues, a page goes missing, Miku almost finds something, the others accidentally reset the night, third night goes, the inhabitants are talking about their goal but fake Miku overhears in the process, who ends up committing suicide and getting the true end at the same time, sending everyone back to reality. They're suposed to accept her death this way, but the novel epilogue says that the mastermind gave them an award for finally getting the true end, and in the real world where no time has passed yet, they save Miku from dying. Since they saved her, the fake world was never entered, and they were able to finish the last two acts and move on with their lives, getting out of a financial crisis. Well, that's all I got for now, so phew, consider yourself lucky if you read through this whole thing.

A bit of extra information/other theories/further research:
The fake Miku was given the letter to try and obtain the truth of herself dying, but she doesn't know this and the world will loop until she does die and the others accept her death. The whole thing was caused by the other vocaloids, who now have to endure this as some sort of punishment for their actions.
Speaking of the letter at the end of Bad End night the shadow picks 'the letter' up from the floor. It's one of the seven, Gakupo most likely as the mastermind, and cries because of the fact that they have to do this and because Miku originally died and that's what caused them to be stuck here.
I just noticed this letter is actually adressed to Miku. Supportive of the two bullet points above much?
In Twillight night, at the end, when the manor inhabitants put Miku's blank letter into their script book, and Miku tells them that's not a proper end page, wine splattered the page, dying it red. Foreshadowing. Okay, I actually caught this, but the wine was supposed to be used to write the ending onto the endroll page. Miku just ended up using her blood as an alternative.
In Twillight Night, the manor inhabitants are seen to be coming out of the coffins during some part of the song. Of course, their actual bodies are in those coffins.
At the end of Everlasting Night, when Miku is reaching out to the hand after her suicide, it can possibly be that of the Mastermind's, and the intake of breath during the clapping right after is like Miku coming back to life (similar effect of surviving drowning)-sort of foreshadowing to the epilogue of the novel.
CORRECTION: It could also be the moment she was saved from falling off the stairs, as in the novel she is pulled upwards to prevent the fall.
Speaking of the coffin Miku opened, it contained the missing script page describing her death during the intermission.
IMPORTANT (Taken from a forum) It has been brought to my attention that someone said as well that the banging could possibly be Miku herself stuck in that coffin from another timeline, and that would make more sense for the 'encore', having a 'real' and 'fake' Miku from two different timelines, but still, how would the loop had reset then? Answer: the real miku is dead. this fake one was created to find out the truth and have the inhabitants face her fate one way or another, because essentially they're responsible for her death. And are there really more than three nights? Yes, of course. If it indeed is the latter, it explains why Miku may be so chill about finding whatever in that coffin(Lines "I found it."). It also does explain why Miku's suicide leads to the True End. Killing herself now would affect her other timelines, since as I once said, she hasn't died herself before Endless Night, at all. Besides, you remember how I mentioned that Miku's line in Endless Night changes from Villager to Lead Role? If she was indeed the lead role, wouldn't that mean she was part of the script? And if she was part of the script, then, she wouldn't be the 'guest' or the person to try and solve it...she'd be tied to it. Maybe Endless Night is told from the perspective of the fake Miku, and then the real one, the villager, the one not tied to the script, can get out and be freed. Yeah I guess I can keep this here. Makes the True end not so bad after all...but there isn't an epilogue to prove this, but it does fix up a major hole in my theory. It does, however, open a new one. Where in the timeline did the lead role, the fake Miku switch with the actual villager? Maybe during crazy night where Miku's eyes go wide upon opening the coffin? And how did she find the right one in time, if there were many coffins... The plothole is fixed. There were only eight coffins.

Bad End Night takes place four minutes to midnight while Crazy Night happens three minutes to midnight. (Taken from Wiki). This play can go on forever, but I'm assuming this is because of the difference in the three acts (cthe forged real world script, Crazy Night, was supposed to have been performed by the troupe over a span of three days).
At the beginning of Everlasting Night, the inhabitants of the manor say "the truth hidden in the coffins" and "forget everything and go to sleep" maybe referencing Miku dying and the people in the manor putting her into one of the coffins as well.
I did once expect that the true end could have been to kill the shadow/director, but that would be near impossible and I don't believe that now that the series is over.
Also I forget if I deleted this, but Miku breaking the main clock face was in the real world. She messed up performing the play with the others, and then it was intermission when she found a letter adressed to her speaking of the intentions of the other members, where Miku confronted the others about it, and then accidentally died, sending everyone into this fake world where they had to deal with their situation.
The epilogue of the novel describes Miku being saved (I guess director or mastermind was pleased, and so he gave them their good ending after those countless timeloops) and thus nobody entered the fake world but had the feeling they did. Gakupo left subsequently, hinting that he was the mastermind because of such suspicion.
In the novel, in the fake world, the temporary/fake Miku finds the library and how all the past timeloops are recorded in each book. She reads one, and is eventually led to finding out the truth.

To sum it up. I'm including a catalog of things you can refer to if confused.

THE VARIOUS PAPERS
-->The Letter, addressed to Miku is the real world: She found this during the intermission of the performance of Crazy Night. Most likely placed by mastermind, explained the truth behind Crazy Night script and why it had suddenly come out of the blue for the theatre troupe to perform. The rest of the vocaloids did not want this letter to go public as it would ruin their plans to escape a financial crisis.
-->The EndRoll, given to the fake Miku: This is meant to be written on and inserted into the back of the fake world script. In Endless Night, the fake Miku destroys the timeloop script as well as dies.
-->The Missing Page of the Fake World Script : Intermission. In the fake world, it describes Miku's death. Torn out by Luka and the others to prevent Miku from seeing it and figuring out she had died.
-->The Forged Script: The play forged by the real world actors as an attempt to get out of a financial crisis. They were punished by the mastermind for tricking people to believe this was written by the company.
-->The Fake World Script: Cannot be read past Act 1 by anyone. Script of the fake world. Similar to the forged script in the real world, made so by the mastermind as a kind of karma.
-->The Library Books: Describes past timeloops. One book for each time loop. Can be read to find out what happened on other nights. There are many of these.

THE KEY OBJECTS IN THE FAKE WORLD
-->The Wine: Supposed to be used to write on the Endroll.
-->Blood: Fake Miku's alternative when everyone else gets rid of the remaining wine.
-->The Clock Hands: One is a knife, the other is the key to the eight coffins in the secret room.

THE CHARACTERS
-->The Mastermind: Spirit of company founder. Angered by the performance of a script he never wrote. May be affilated with Gakupo aka the Butler. Doesn't have his own body.
-->Miku: Winner of the auditions after the unknown former lead actress was kicked out. During performance of the forged Crazy Night script, she died during intermission after Act 1. However, the others' efforts in the fake world saved her in the real one. (Nice ending amiright)
-->The Unknown Former Lead Actress: The lady that grew tired of the troupe and was kicked out when Crazy Night was forged by the others.
-->The other actors: The rest of the theatre troupe. Responsible for Miku's death, and the creation of a non-professionally written script. They remember all the timeloops in their time in the fake world. Planned the missing script page, and everything else just to save the fake Miku enough times so the real one can be saved in the real world (change their fates, etc).
-->The Fake Miku: The ninth person described in the song created for the purpose of dying for the others to accept her death in the real world. She commits suicide, and finds the true end, leaving the others to return and the mastermind to be pleased with the outcome.
-->The Fake Actors' bodies: In the fake world, even if they die, they regenerate each night and remember everything. Their real bodies are prserved with Miku's in the coffin room.

THE SETTINGS+TIME ISSUES
There are two worlds. The fake affects the real slightly (depending on the eight characters' reactions, although the fake can go on forever without any time passing in the real.
-->The Fake World: the fake world that time loops and doesn't affect the real world's time. Rules of this world: Miku is fated to die, so the others accept what they did in the real world. However, reality could be altered with enough tries, and everyone can be saved possibly.
-->The Real World: the world where they can all return to reality if they accept the consequences of their actions. They do, and the mastermind that put this curse on them is satisfied, and they get a happy ending. (Got out of financial crisis, Miku is saved, fake world never entered thus, etc.)

Done.

Anyways, that's the end of my explanation. Hope you liked it somehow, and if you got confused, ask me in the comments.

I'll update this periodically if I think I need to add stuff. Also, if you want me to include more things of note in this glossary, just ask! I might have skipped some parts over. As for trivia (such as Doll Girl Rin can play piano), that'll not be spoiled so you can read the book and find those out for yourself.

Thanks,
~Paint