Here's my little contribution to the #doujin tag:

I suppose Wikipedia sums it better than I can:

Yume Nikki (ゆめにっき?, lit. Dream Diary) is a 2004 independently produced surreal psychological horror adventure PC game by homebrew Japanese developer Kikiyama.

Players explore the dreams of the character Madotsuki (窓付き?, lit. windowed). Travelling through her dreams, the player encounters surreal and sometimes disturbing scenes, such as being swallowed by a large red sewer-creature, meeting a disembodied head character known as Uboa (ウボァ?) and a full-screen rotating image of a girl with five arms.

As wikipedia states, you play as a young girl(?) who refuses to leave her house, and the goal of the game is to explore her dream world.

The second you start playing, you realize this person isn't exactly okay. No normal person would have a dream world full of, for example, dismembered body parts, and there's a lot of suggestive imagery and themes that hint at, well, it depends on the player's perspective. There is no dialogue in the game, and you're left to piece together some semblance of a narrative through her dreams, and by the time you get to the ending, you will WANT to know what exactly is going on in her life.

You explore the dream world and collect various effects. You are never told how to get them or where they are, so you're left exploring and oftentimes get lost in the large and barren landscapes in the game that loop and, like actual dream world, have no logic or sense in them, which can be frustrating for those who expect a typical game setup with a typical linear game world. I think almost everybody who has played this game has managed to complete it with the aid of a walkthrough.

You collect these effects in order to get the ending. I won't say more, but I think this game is a must play for anyone who wants a truly different gaming experience.

This game has even managed to create its own genre: Dream exploration games. My favorite spin-off is Lcd Dem, but that's another game, and we're talking about Yume Nikki here.

On a last note, the creator, kikiyama, is just as mysterious as the game. No one really knows anything about the creator. He(?) certainly exists, and more recently he has given his offical seal of approval on some merchandise and an online novel and manga.

In any case, the creator's website is here (all in Japanese):

http://www3.nns.ne.jp/pri/tk-mto/kikiyamaHP.html

And the game in english is here:

http://www.mediafire.com/download/98jpx2dm3f2te0h/Yume_Nikki...

And a video of the game is here:

Give it a shot.