Shin Megami Tensei IV takes place in 1492 in a Europe-like setting called East Mikado. It is so named for King Ahaziah Mikado, who lives in a castle within the city that's protected by high walls. He has samurai as opposed to knights, and in fact, the 18-year-old main protagonist - who, you name yourself, will become one such samurai.
In a dream the main character realizes he can make choices that will change the world. Upon waking up he completes the Gauntlet Ritual required to become a samurai, who hunt demons quietly - demons are a bit of a secret in SMTIV's world. Issachar is a childhood friend of the main protagonist, and sees him as a big brother. He has long dreamed of becoming a samurai and is present when the MC completes the ritual. Hope is a leader of the samurai, who looks out for the young recruits and wishes to protect the country.