This is just a theory, Ok

I think Nana and the handsome pop singer dude lost their memories because they had a relationship and had to protect the child from someone or thing, which is now the main character, then they erased their own memories and sent the child away in the egg, which hatched and was eaten by him so there was no evidence or something to collect data on so them or their child couldn't be found, that's also probably the reasoning he has two souls, one gold and one silver, and the reason the feel connected to him.

This is just my theory so don't criticize me. (= ° W ° =)