Lyra and Will learn that the city is called Cittągazze, one world among many, and that it is haunted by vampire-like beings called spectres. The Spectres prey on adults; children remain somehow immune. But while Cittągazze is almost idyllic, a sort of pre-adolescent paradise, Will is concerned for his mother, whom he left with a friend, and Lyra with Lord Asriel's planned rebellion against heaven and her own responsibility for her friend Roger's death, and this compells them to venture beyond the city. Though they clash at first, Lyra and Will soon establish trust and friendship between them and spend the majority of the second novel seeking answers to their personal situations and following the advice and counsel of the aletheiometer, moving between worlds. But it's in Cittągazze that Will first comes into possession of the Subtle Knife, a dagger of supernatural proportions.
(from
Wikipedia.org)