Dream Demon

Dream Demon (夢魔muma) is a creature that was born from human dreams. The Dream Demons live in the Dream World, where every night humans come to visit when they are sleeping. Dream Demons have the power to enter the real world but in order to do that, they need human vessels in order to come out. In order to acquire the vessels, Dream Demons invade the humans dream and then when the human gets weak due to the dreams, the Dream Demons come through a Daydream in order to get the vessel. Once a vessel is acquired it cannot be changed and the Dream Demon cannot return to the Dream World.

Merry Nightmare
Merry is a dream demon from the Dreamworld. Unlike the other dream demons, she doesn't need to possess a human to enter the real world, as she has her own body. Searching for a door to come back to the Dreamworld, she falls on Yumeji one day, who wants to help her to find her way back home.

Chaser John Doe
A dream demon called "The Chaser", leader of the cat army who appears in Yumeji's dreams. He seems to have a interest in Yumeji, in order to get his body to enter the real world.

Engi Threepiece
Engi is a dream demon like Merry, who however needs a vessel to access the real world. She wants to avenge her older sister, who was tricked in going to the real world and ended up being killed there. Engi thus askedYui's help.

Pharos Heracles
The main antagonist, a dream demon who leads a group of others to the real world so they can possess humans.

Trivia

 * All dream demons, except Chaser John Doe, for we are unsure, have uniquely shaped pupils.