“American Horror Story” Season 6 started off with a warning that left some fans questioning the events that played out.

A message stating that this story is “inspired by true events” flashed across the screen right at the beginning of episode 1. But that doesn’t mean that the latest season of the FX anthology is based on true events. The message is actually a warning for the fictional TV documentary, “My Roanoke Nightmare.”

“My Roanoke Nightmare” focuses on Matt (Andre Holland) and Shelby (Lily Rabe), a pharmaceutical rep and yoga teacher who moved from Los Angeles to Roanoke, North Carolina, after Shelby miscarried and Matt got attacked. They moved to North Carolina for a change of scenery and to be closer to Matt’s family, and found a beautiful old farmhouse in the woods. The house was built in 1792 and had three bedrooms, two floors and a basement. Bidding on the house started at $21,000, but Matt went all in at $40,000 to beat out hillbillies who wanted the property. Their plan was to fix it up and start a life there. However, strange things started happening one they moved in.

While Roanoke, North Carolina, is a real place, the old farmhouse doesn’t actually exist. TMZ revealed in early August that the house was secretly built in a California forest just for the show. However, the “American Horror Story” crew didn’t just build the front of the old home. According to the outlet, it’s fully furnished and took the crew four months to build.

The house may be made up, but the story of the “Lost Colony” is true. In 1587, a man named John White left a group of settlers on the coast of North Carolina to return to England for supplies. The Anglo-Spanish War prevented him from returning until 1590. When he finally got on shore he discovered that all 115 colonists he had left behind were gone. The houses of the Roanoke settlement had been dismantled and the only sign that anyone ever lived there was the word “Croatoan” carved into a tree.

No one knows what happened to the colonists, but there are lots of theories. Some speculate that disease took out the colony, while others believe that Native Americans killed them.

“American Horror Story” has yet to reveal how the “Lost Colony” relates to the house, which was built over 200 years after John White returned. However, an old home video featured in the premiere may give more clues as to the history of the home.

Catch “American Horror Story” Season 6 when it airs on FX on Wednesday at 10 p.m. EDT.

American Horror Story: My Roanoke Nightmare The farmhouse for “American Horror Story: My Roanoke Nightmare” is actually located in California. It was built specifically for the FX show. Photo: FX