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
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
A place containing doors leading to 13 locations.
Forest World
A Forest area with a part of the Aztec Rave Monkey as the Parallax Background. In this world, you can find a frog that gives you the "frog" effect, and the purple and pink blobs do nothing to you when touched. Somewhere in this world is a passageway to the Face Carpet Plaza.
Block World
A world filled with blocks. There's a men's bathroom located in this world, as is the "Hat and Scarf" effect. If you talk to the Hat-and-scarf girl, she will teleport you somewhere you normally cannot go. Occasionally she'll teleport you to a place with a shortcut to the Monochrome World/White Desert. Talking to her as a snowman will not teleport you to a random place on the return trip. There is a bed in this world.
Puddle World
A dark world filled with puddles and lampposts. The "umbrella" effect is located here. Going down two lampposts from the door and going right will lead you to a pink stairwell that takes you to the Dense Woods.
It seem to be based on a common horror element of a dark area with puddles.
Dark World
A world completely dark, where you have to use the "Lamp" effect to see (or you could put the game against a dark background if you're playing in Windowed mode) better. The "knife" effect is located here, and so is the passageway to Wilderness A.
Snow World
A snowy world with areas of trees. Around this world, there is a Yuki-onna (Snow woman) that gives you the "Yuki-onna" effect. There are multiple igloos in this world, one leading to the Pastel Shoal world. There is also a bed in this world.
Mural World
A world with multiple murals. In here you can find the "Blonde Hair" and "Long Hair" effect giving mouth-monsters. Also in this world is the manhole that leads to the sewers.
Graffiti World
This is a world with floor tiles that make different noises when stepped on. Here is the building that leads to the Mall/Department Store. When the world is looked at from a distance, it forms two Aztec-themed pictures. In this world is the "Bicycle" effect. At the end of the "trail" formed by one of the pictures is the woman's restroom.
Eyeball World
It's a world filled with eyeballs and hands rising from the ground. There's a passage that leads to the Footprint Passage #1 in here, and also, a hand with an eye in it's palm gives you the "Medamaude" effect.
Candle World
It's a world filled with, yes, candles. There's a dwarf running around near the middle of the world, and if you can manage to catch him you get the "Midget" effect. There's a building that leads to the Tile World with the Lunatic Toriningen. Next to a Toriningen is a bed, and as many know this Toriningen is abnormally fast when made lunatic.
Shield-folk World
A world with Shield-Folk inhabiting it. They do nothing. There's a building that leads to an invisible maze here, and near a mass of Shield-Folk there is a floating cat head that gives you the "Cat" effect. Probably the easiest world to navigate in the entire game.
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. The Neon Effect can be found here.
It seems to be some museum of some kind some of the aztec signs are like displays.
Number World
One of the most notable areas in the game, some consider the Number World to be the most unsettling. The floor is tiled with numbers, and creatures with a head and two legs plague the area.
Stabbing part of a wall that seems surprised will take you to Kyukyu-kun and then behind a door you will see a full screen event.
Through a door is the Bed Room, with a large mass of beds and a Toriningen. Below that, there is a bloody part of the wall that teleports you to the Guillotine room, with what seems like dozens of Lunatic Toriningen and a Guillotine that will give you the Severed Head effect. In truth, there are only two Toriningen and the area is very small, but since it wraps around it gives an illusion of vastness.
Another room that is blocked by an armless creature is known as the Stabbing Room, filled with other armless creatures of the same kind. Nothing happens if you stab them all, but is convenient if you have any reason to collect coins.
Also in the Number World is the Lamp World. Like its name implies, it's filled with lamps, and a small lamp with shoes gives you the "Lamp" effect. There is a door in the Lamp world that leads to another part of the Number World, where if you wait for a while you will see Steve "Leif" Kareha. Using the Stoplight Effect makes him shut his eyes and stop floating.
Deeper Locations
Hell
The single largest area in the game, also known as the "Red Maze."
Docks
Different sections can be reached from Hell or from the Big Red. The Hell section leads to the Fat effect and a shadow man who takes you to part of Wilderness A where the Barracks Settlement can be reached. The Big Red section has a Vending Machine and takes you back to the sewers, not much else.
Face Carpet Plaza
Found in the Forest World by going between a pair of pillars. There is a Lunatic Toriningen here, and a set of blocks takes you to Hell.
White Desert
Monochrome land that's one of the most known well places in the game due to the amount of bizarre things that occur. The place has no purpose though for getting the effects.
FC World
Areas where the game changes to resemble an old RPG. It may be a reference to Mother, a Famicom game released in 1989.
Wilderness
The Wilderness is a large expanse of curly plants and rocky soil reached from an Aztec arch in the Dark World. It is notable for being extremely hard to navigate through all the plants that you see. Wilderness A is split into two parts: the non-looping part and the looping part. The looping part can be accessed from the northeast corner of the area west from the gate to the Dark World. In the non-looping part, you'll see the Toriningen Party, the Aztec Rave Box, and the Barracks Settlement. The looping part contains Onsen-san's house, a towel creature that gives you the Towel effect, and an oval of plants. Walking northwards through the oval leads to the red-eyed plants and the sky garden.
Sky Garden
The Sky Garden is reachable by going up through a path through the middle of an oval-shaped clump of grass in Wilderness A, heading through a gap in the fence and going up then right. The Sky Garden is at the top of a long flight of steps that look like part of an Aztec pyramid. The Falling Man event occurs on the stairs here. Voices can be faintly heard inside the beeping part of the soundtrack.
Ghost World
The Ghost World is found in the Sky Garden. There is a tunnel there which seems completely dark and cannot be lit up by the Lamp effect. It does not branch. The tunnel ends in a patch of flowers, which, when interacted with once, makes the screen flash slightly and changes the environment outside the tunnel into a world of blue blocks. Listening closely there seems to be faint sound of sniffing, as if crying in the background.
The Triangle Kerchief effect can be found here. To get back to the Sky Garden, enter the tunnel again and interact with the flower once more.
Barracks Settlement
The barracks settlement can be accessed from Wilderness A by going east and then northwest from the Dark World gate, or by entering the Docks from Hell and talking to the shadow man. It consists of identical shacks and shadow men wandering the streets. One house contains a strange orange creature, another a path to the Mural World. By talking enough to the people, you will be teleported to FC World B.
Lamp World
The Lamp World is reachable by going through a door in the Number World. The Lamp effect can be found here.
Bed Room
The Bed Room is found behind a door in the Number World, somewhere on the far left. There is a normal Toriningen here. Most of the beds are occupied, but the empty ones can be used if Madotsuki can reach them. Madotsuki's ghost is found here.
Guillotine Room
The Guillotine Room is found by going through the bleeding part of the wall in the Bed Room. It has Lunatic Toriningen, and the guillotine gives you the Severed Head effect. Although the place is rather small and contains only 2 wardrobes and Toriningen, it loops to produce an illusion of endlessness and massiveness.
Stabbing Room
The Stabbing Room is found behind the door somewhere at the top of the Number World that is blocked by an NPC. Stabbing the NPC with the Knife effect, or moving it with the Cat effect allows Madotsuki to enter the room.
The room itself is filled with identical NPCs, so to move around the room, Madotsuki has to fight her way through them. Like most other NPCs, they do not retaliate. There is a blue landscape model in the lower part of the room. Nothing interesting happens here.
Pink Sea
This world is accessed from the igloo in the Snow World with a pink pool in the middle. Poniko lives here. The balloons teleport Madotsuki in and out of the water. The Frog effect allows her to move through the water more quickly. This is another place where voices can be heard closely in the background.
Sewers
The Sewers can be reached by going down a manhole in the Mural World. The Nopperabou effect and Big Red can be found here. Peering inside the holes in the walls on the way to Big Red seem to be drawings that Madotsuki herself might have drawn.
Dense Woods
One part can be found in the Puddle World, down two lamps and to the right. Go inside the pink-tunnel-building, and head down the path to the road. Take a right and keep going, touch the jellyfish bell (if you want to see the Thing with the Quivering Jaw, you must do this), and go past the 5 creatures you see at least once. The Dense Woods can be found when heading back. The Stoplight effect can be found here.
Another area of the Dense Woods can also be accessed from the basement of the Mall. This leads to the Frog effect. Talking to the creature in the Mall section will teleport you to a Teleport Maze, which leads to an FC world that connects to the White Desert.
The part accessed from Hell, leading to the Witch effect, can be found by heading in the direction of the Dock from the Face Carpet Plaza portal in Hell, but taking a turn upwards just before you reach it. A small statue should take you to the Hell section of the Dense Woods, where the Witch effect can be found.
Mall
The Mall is an area that can be accessed through the graffiti world or by going in the elevator in the underground world.
Underground World
The Underground world is accessed by sleeping in a randomly chosen "dream bed". Following the staircase, the area resembles a basement or storage area. If one wishes to explore this area, either the Umbrella or Snow Lady effect must be used in order to dissipate the flames here. An elevator can be taken to the mall, while an additional passage located at the top end of the storage room leads to the spaceship.
Spaceship
Reached by travelling through the Underground World, Seccom Masada-sensei's spaceship is a monochrome environment which is home to the Mars event.
Mars
A red, rocky environment that is reached via the Mars event. The boiler room can be entered by using the midget effect and climbing down the steaming vent. A point-of-no return; one must use either the Medamaude effect or awaken in order to leave this area. The UFO event also can occur here.