It always seems easy for the one who makes the riddle

Anyway: I'm not sure where to start. The riddle seems abstract, as if to describe an event or feeling, rather than an item or a monster, for example. If we follow our minds too far in could be referring to Memoria, since it's a place built on their memories (their minds). To find an end, we must first begin seems like a key line.
That's all I've got for now, I'll guess Crystal World since I don't have any better guesses.