Nightmare no Miru Yume

She woke up in a strange place... a prison cell. The girl had lost her memories of what happened before waking up. A boy with white hair and clear eyes appeared before her.
The boy claimed he was a nightmare... A demon that lives in dreams.

The nightmare said that this is the girl's, Emily, dream world, and that if she wishes to leave, she can do so just by wishing for it.

Emily must explore the dream world to find out what it's like and who she is...

[Translated from official website]