Not to be harsh, but there are quite a few things I think could make this better. I'll stream line it so you don't give up mid-post and fall asleep, like I have when people tell me suggestions in long and over-complicated posts.
- Grammar. Run your story through the provided spell-checker in the posting box. Even better, use a writing program avaliable on you computer. I prefer Microsoft Word, as it has sentence structure correcting as well. A few mistakes here and there is accepted, since most people don't notice it. But I saw frequent misspellings and grammatical issues in this. Most commonly, you used 'you're', which is short for 'you are', instead of 'your'. And you seemed to capitalize things that did not need it. Like bolding, underlining, or italicizing, capatalization should be used sparingly, to get a point across more.
- Spacing. The paragraphs seem either too rushed or too tedious. Break up your bigger sections into smaller parts, and don't be afraid to combine sentences into a paragraph.
- Plot. Now, i'm not saying the story is great already. In fact, like everyone else before has said, it's an interesting way to portray Oddworld. But, it seemed a bit too easy for Sapphire to get into Oddword. Maybe add a few details, like as she said her wish, a brisk gust shook the house, so it is foreshadowed that it'll come true. Just little details like that make it so much better!
Oh, look at me. I tried to stream line it and now it looks like I'm telling you everything that's wrong. I'm not, it's just some things I saw that could make this better. But what the hell do I know, I haven't even posted a fan fiction in forever.
Still, it looks interesting so far, and I hope you'll use my suggestions to make it even better!