anything like this? when you're reading 3 or so volumes in and realize the characters that have been introduced weren't the protagonist after all, only to build up the story.

thank u

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The first chapter of [m]Eden - It's an Endless World[/m] and Dokuhime relate to or (build up) to the main story.
Meanwhile Tamashii no Futago is a collection of stories that eventually lead up to the main story.
However be warned, all of the mentioned above all contain dark, and twisted themes. Somehow, all I can think of at the moment are only mature reads.
Also, while I haven't read it yet for myself, I believe I heard somewhere that Gantz is, or might be considered what you might be looking for, although I haven't confirmed it yet for myself...

Kagen no Tsuki - the characters in the first chapter are important, but they aren't the protagonists.