"Before Alice got to Wonderland, she had to fall pretty hard down a deep whole"

Alice was already living in her own wonderland, in the real world. She followed a rabbit into a rabbit whole and was brought to a different world, further into her thoughts and imagination, with different fictional characters to take the place of the real-world people she was really thinking about. The whole was a bridge leading Alice to a world to further confirm her feelings between the good and the bad things.