Utawarerumono: The False Faces.

Anime based on the second game in the Utawarerumono series features the unnamed protagonist who wakes up awkwardly in the middle of a vast snowy plain that he doesn't recognize and can't even remember who he is. He is suddenly attacked by an insect monster, but is saved by a girl with animal ears and tail. This girl is named Kuon and decides to call him Haku. The story tells the construction of the protagonist without memory for the main bridge between the construction of this new world.