Shin Megami Tensei: 20XX Devil's Colosseum

Two twins (a boy and a girl) are left by their parents in an orphanage called "Silent Night". They grow, and at 14 years old, the girl is possessed by a demon and throws the orphanage into a dark maze, full of monsters. After receiving a COMP by a mysterious man in a wheelchair, the boy travels to rescue his sister and save the orphanage.