Cold Heart would have followed Jessica Chambers an athletic but emotionally vulnerable college student. The protagonist would have recently being talking to a psychiatrist after being plagued by horrific nightmares and being unable to sleep.
These distressing circumstances lead to Jessica leaving her college town and going on a road trip to go back to visit her parents, on the way back Jessica becomes caught in a blizzard and so follows an ambulance that leads her to the town of Silent Hill: https://www.unseen64.net/2016/02/23/silent-hill-cold-heart-wii-cancelled-pitch/