There are 28 Memories to be collected throughout the various locations in the dream world. Once obtained, they will be displayed in the Memory Room and appear as a yellow square in the save menu. Each dot/square represents one memory.
7 hidden items called Empties can be obtained by visiting secret areas within the world. These are not shown in the save menu before collecting at least one. Afterwards, they will appear as an extra row of empty squares below the 28 Memories. Each Empty has a brief effect on Muma's appearance when collected before returning her to the Memory Room.
Memories
Bubblegum
Appearance: A wriggling piece of chewed-up bubblegum.
Location: Found in the Memory Room.
Rose
Appearance: A red rose swaying from side to side.
Location: Found in First Steps.
White Square
Appearance: A hovering white square with a smaller black square inside of it.
Location: Found in White Shores.
Coral
Appearance: A piece of bright red red coral.
Location: Found in the Undersea Expanse.
Umbrella
Appearance: A purple and red striped umbrella with a red handle.
Location: Found in Rainforest Road.
Soda
Appearance: A red soda can with a white stripe down its side and OK written on it. If the OK Lemon poster has been viewed in Chicago, then the soda can will be yellow.
Location: Found in the Swimming Pool.
Snowglobe
Appearance: A snowglobe featuring a miniature brown house with a red roof depicted inside.
Location: Found in Pink Snowscape.
Beach Ball
Appearance: A white and blue striped beach ball.
Location: Found in Red Sands B.
Cassette Tape
Appearance: A cassette tape dripping with blood.
Location: Found in the Occult Basement.
Balloon
Appearance: A red balloon.
Location: Found in the Monochrome Building.
Sword
Appearance: A silver, pixel art styled sword with a golden hilt.
Location: Found in the Monochrome Building.
Winged Boots
Appearance: A shiny, brown, pixel art styled boot with pink wings.
Location: Found in Cave of Perils.
Empties
Memory Room's Empty
Effect: Static is flashed over Muma's body before she turns to face her hanged self.
Realm of the Orb's Empty
Effect: Muma is turned into a silhouette before pieces of her are scattered into the air, shriveling her away.
Blood n' Blood's Empty
Effect: Muma becomes completely red before she explodes into a mess of flesh and blood, her clothes falling to the ground.
Above the Clouds' Empty
Effect: Rainbows pour out of Muma's eyes, suddenly shaking violently before two more streams burst from her sides.
Retro Dungeon's Empty
Effect: Muma's appearance flickers between being her normal self and a white outline, then glitches into two copies of herself in different states.
Monochrome Building's Empty
Effect: Muma's eyes transform into a large red ovular pair with black scelera. Japanese あ symbols quickly shake around her as she screams.
Faraway Place's Empty
Effect: A hole forms in the middle of Muma's torso, from which black tendrils appear and completely engulf her.