The title is a reference to the Red String of Fate, an ancient Chinese or Japanese (I don't remember which) belief that people who are destined to find love and marry each other are bound by an invisible red cord. The cord can become tangled and bind with other cords, but will never break, so these cords can create a great web of fate at times. Hence why all these characters lives are interconnected and they seemingly keep running into each other even when they don't plan too.Game is called "Our Red String" but I still haven't seen any red strings.
Explain this.
We're seeing a snapshot of Lena and Ian's lives. Perhaps they have a red cord that binds them, or perhaps their red cords just got tangled with each other the night they met in that ally. How we play them will likely determine that, but for now they are bound by fate to at least be near each other.