The Twintail monster was a monster you could talk to to receive the twintail effect in previous versions of Yume 2kki. Now it is well hidden in the bloody face room.
How to find it:
Head to theatre world and locate the robot. Talk to him. In the nails area, locate the hexagonally shaped door. Enter it and go all the way to the end of the area. In the window room, make sure that the things in the window are bears. Once you are in the bear area, locate the telephone pole and interact with it. In the red and black area, find the black tube with the red eye and interact with it. From there, go left until you see 3 bleeding faces. Make sure you are left to the farthest left face and then go down. You should see a door with a space ship on it. Don't enter the door. Go a little bit more left and down until you see a 3 headed monster and half a face sticking out of the ground. Near those two things, use the glasses and the Twintail monster will appear on your screen.