Yume Nikki (Japanese for "Dream Diary") is a psychological horror game that was made on RPG Maker 2003 by Kikiyama.
In this game, the protagonist explores her dreams. While exploring Madotsuki's mind, the player will be able to see surreal worlds with different kinds of creatures.
The 'main' goal consists on finding the 24 effects and leaving them in the Nexus (The area with 12 doors) The wiki of the game can be found here: http://yumenikki.wikia.com/wiki/Yume_Nikki_Wiki
A list of the most popular/known characters in Yume Nikki:
The protagonist of the game, and the only one with an official name (every other NPC excluding Monoko and Monoe, were named by the fans). Her dreams might be based on memories from her past.
A girl that stays at her house in the pink part of the Snow World. She does not interact with any of the effects. If you turn on and off the lightswitch, there is a 1/64 possibility that she might turn into Uboa.
If Madotsuki touches it, she will be teleported to a inescapable area.
He is found in a spaceship. You can access that area by sleeping in any one of a number of beds found in the dream world, going down the staircase, walking past the elevator, and using either the Umbrella or Yuki-Onna effect to extinguish the fire.
She is a character in the White Desert and also one of the three characters with official name (the others being Madosuki and Monoe) . She only reacts to the Stoplight Effect, and touching her while still using that effect will activate a full-screen event.
She is another character in the White Desert and as said before, another of the three with official names. She usually vanishes to a different place when you get near her, and sometimes a full-screen event with her face will activate.
There is only one official ending, the rest are fanmade. In order to unlock it, you must have the 24 effects (25 along with the instructions)
You can download the game in: