Yume Nikki contains many locations, most of them hidden within the original locations you access from the Nexus. Note that fan-accepted names are used, because the real names are not known.
Original Locations
Madotsuki's Room
See: Madotsuki's Room
The place Madotsuki starts off in, both in the real world and the dream world.
Madotsuki's Balcony
See: Madotsuki's Room
A place with limited functionality until a later point in the game, although not its dream world representation.
The Nexus
See: The Nexus
A place containing doors leading to 13 locations.
Forest World
Block World
Puddle World
Dark World
Snow World
Mural World
Graffitti World
Eyeball World
Candle World
Shield-folk World
Neon World
It's a neon world. Accompanied by small flashing box-like creatures and odd aztec neon sign designs in the background in certain rooms, it is arguably one of the hardest areas to navigate. Yes, you can kill the flashy things.
Number World
Deeper Locations
Hell
See: Hell
The single largest area in the game, also known as the "Red Maze"
White Desert
Wilderness A
The Mall
See: Mall