"Say No More" is a psychological thriller revolving around Lanne, a young girl who faces a series of past tragedies, including being bullied by friends, being molested at eight years old, and being abandoned by her own father. These events lead Lanne to develop a second personality named Natalie, a darker side of herself. Natalie appears in Lanne's trances, issuing warnings about lurking dangers and guiding Lanne through various incidents and dangerous accidents in the future.

Over time, Lanne grows up and considers Natalie her only close friend, often laughing and talking happily with Natalie in her dreams or during meditation. However, Lanne's strange behaviors, such as talking and laughing to herself, deeply concern her mother, Miran, about her daughter's mental health. Although Miran tries to approach and get closer, Lanne always refuses, because for her, Natalie is her sole support, and she needs no one else, not even her own mother.

A turning point occurs when Lanne is seventeen; Natalie suddenly disappears completely from her dreams. This drives Lanne to madness, as she desperately seeks to reunite with her "soulmate," even resorting to using large amounts of sedatives and extreme measures to induce a coma. Eventually, Lanne is taken to a psychiatric hospital by her mother. In a tearful conversation, Lanne realizes her mother's distress but is too afraid to tell the truth about Natalie, instead lying that she was only stressed about academic performance.

That night, Lanne is discharged by the doctor. While in the taxi, she dozes off for a few seconds and unexpectedly reunites with Natalie after many years of absence. Natalie merely smiles subtly, her deep eyes filled with danger. Immediately after, an out-of-control truck crashes directly into their car, killing Miran instantly, while Lanne, though severely injured in the back seat, survives. In a coma from the accident, Natalie appears in Lanne's dream and delivers a chilling warning: "IF YOU CHOOSE ME, I WILL HELP YOU HAVE A CONVENIENT LIFE. FOLLOW MY INSTRUCTIONS OR YOU WILL ALSO DIE".