The diclonius (two-horned human) was a mutant created by humans. It had a special ability that could be described as a sixth sense.
The mutants had enough power to exterminate the whole human race. Humans being afraid of their powers, they were isolated into research labs to be studied.
One of the diclonius girls named Lucy broke out of confinement, killed the guards and escaped from the laboratory. She feel into the ocean after being shot and ended up on a beach. There she met Kota and Yuka, they named her Nyu and began to live with her.