It is rumored by the wise-brained rats which burrow the citied earth and by the knowledgeable cats that stalk its shadows and by the sagacious bats that wing its night and by the sapient zats which soar through airless space, slanting their metal wings to winds of light, that those two swordsmen and blood-brothers, Fafhrd and the Gray Mouser, have adventured not only in the World of Nehwon with its great empire of Lankhmar, but also in many other worlds and times and dimensions, arriving at these through certain secret doors far inside the mazy caverns of Ningauble of the Seven Eyes—whose great cave, in this sense, exists simultaneously in many worlds and times.
The “Wrong Branch” is a linking story connecting “When the Sea-King's Away” to “Adept's Gambit.” “Adept's Gambit” was written in 1939 and was the first Fafhrd and the Gray Mouser story that Leiber wrote. He wrote it before he invented the world of Nehwon, and as such, it is set in the Mediterranean on Earth. To fit the story in with the rest of the canon, Leiber used Ningauble's cave as a device to link worlds. Leiber would continue to link Nehwon with other worlds in future stories. In The Swords of Lankhmar, a German time-traveler visits the Inner Sea and commandeers a dragon, and Rime Isle is rumored to be a port to ships and crews traveling between worlds.
After the events of “When the Sea-King's Away,” Fafhrd and the Gray Mouser set sail to No-Ombrulsk, but the favorably west winds suddenly turn against them into a gusty northeaster trying to blow them out into the Outer Sea. With skill and hard tacking, they make their way south and into the Inner Sea where they suffer numerous pirate attacks, several storms, an attack by a harbor patrol, a gouged keel, repairs on a dragon-infested island, further attacks by giant squids and poison-spined flying fish, and when their boat sank in the harbor of Ilthmar, they had to fight sharks while swimming to the shore. Sometime during this line of events, they finally agreed that they were under a curse from the Sea-King and decided to seek out advice from their wizardly mentor, Ningauble of the Seven Eyes. After entering Ning's cave, they travel through the wrong branch which connects the world of Nehwon to that of Earth.