ブラック・レインボウ

It's a western-style RPG with turn-based combat. Graphics are pretty minimal, but servicable. Strangely, most of the stats, character names and items are in English, while everything else is in Japanese.

You start the game on the titular black rainbow (an ill omen in this world) and have a chance to equip some gear before you're dropped into the game world. Towns are pretty minimal affairs, with a couple of buildings you can interact with, and enemies attack pretty soon after you venture out.