The Nexus is the center of the Dream World, and the first location entered after exiting Reshnha's Bedroom. There are currently 5 locations accessible from here, excluding Reshnha's Bedroom. Each one has a small platform decorated with different items to indicate which world is being accessed.
The first platform emanates green light, and is decorated with grass, trees, flowers, and mushrooms. At the end of the platform is a small screen, and interacting with it will transport you to the Dead Techno Fields.
There is a second platform built only with pink glass, but with no item at the end of it. Perhaps it will lead somewhere in a future update?
The next platform is decorated with white and red stone blocks and pillars. A grey and red picture frame with dripping red liquid and what appears to be little feet will transport you to X Street when you interact with it.
The next platform is decorated with strangely shaped sand colored arches and pillars. A circular window with a blinking eye will transport you to Soicean Sepia when you interact with it.