The games story mostly focuses around what really happened with your friends and you’ll soon learn that they may not be as dead as you once thought they were. As the game progresses, the story quickly becomes a lot more complex than any action game I previously played and it's not as clear any more who your enemies are and who your friends are. You will on a few occasions have the opportunity to decide what actions you will take and it will affect how the story continues afterwards, but as far as I can tell the game ending is not that different no matter what choices you make. The choice you make will determine what levels you play, so even though I wasn’t able to change the ending to any significant degree, Shogo offers more replay value than most other action games, although not as much as JediKnight.

Most of the levels are very mission based where you often communicate with the HQ on what you should do next but you also have briefings between or some time during a mission with in game scripted movies using the engine rather than full motion video. In some missions you will also meet some friends who will help you out on your mission and in some cases your mission is just to rescue your friend who you must keep alive.

You play the game either on foot or in a Mecha, which some form of big robot but with a lot more flexibility than your typical game world robot. The Mecha places you about 10 meters (30 feet) above the ground and gives you a lot more firepower.