The game is centered around a young boy named Davey who is prone to daydreaming in school.

Throughout the game Davey goes through events during his day at school that cause him to go into daydreams. The very first involves the school bully Lumpy taking his pencil, which causes Davey to daydream that he is in the Middle Ages fighting as a knight looking to regain a lance (which is his pencil in real life). Another involves him falling asleep during art class when told to draw by his teacher and pretending he is in the Wild West, and a third involves him falling asleep during a discussion of Greek civilization which takes him to ancient Greece. These stages repeat throughout the game.

The object of the game is to retrieve certain objects, each of which are shaped like a real-life object from the school such as the lance representing a pencil and the Holy Grail representing a trophy. Each weapon is specific to the time period that Davey visits. Guns and whips are acquired in the Wild West levels while swords and lances are given to the player while playing in the European Medieval period. There are projectile weapons to each time period in addition to melee weapons. The Ancient Greek found in this game is based on Greek mythology and does not use figures from "actual" Greek history like Plato, Socrates, or Aristotle.

Players can either start a new game or use a password in order to continue a game. When Davey dies, the screen flashes for a split second and Davey utters the word "Bummer" as his death animation. Even though the game is not a role-playing video game, there are still friendly non-player characters to talk to that may give Davey items or just to chat with him.