The anime takes place in Alicepia, which is a mysterious country that has existed since ancient times. The inhabitants of Alicepia, the Alicepians, are a fun-loving people, but one day mysterious monsters called Jamaock appeared to threaten the peace of Alicepia. The story follows a trio of "princesses" who never forget the song in their hearts, even when facing such danger and step up to save the day with the power of music.—AniList

Princess Session Orchestra is set in the magical kingdom of Alicepia, a wonderland that has existed since ancient times and that is somehow connected to the Alicepia Channel video sharing website in the human world. When the Alicepians encounter a new threat known as the Jamaock, a trio of "princesses" step up to save the day with the power of music.—Crunchyroll News

A strange land called Alicepia has existed somewhere in the world since ancient times. It was inhabited by fun-loving residents called Alicepians, but before long, mysterious monsters called Jamaoc began to appear, and the once peaceful peace of Alicepia was gradually threatened. If things continued as they were, Alicepia would lose its sparkling luster. This is a story about the adventures of the Princesses who, even in such difficult times, never forget to sing in their hearts. A pop song fantasia filled with courage and energy, Princession Orchestra!.—Princession Orchestra Wiki