There are 21 different Effects in Yume 2kki that Wormiko can collect (including the Instructions).
This page lists all of the different Effects in Yume Tsushin, along with their locations and instructions on how to get them. Clicking on the image for each Effect will take you to the article for the world they are located in.
Yume Tsushin has a unique menu system with the appearance of an old telephone's rotary dial. The effects are split into two rows which can be toggled by using left or right arrow keys. The instructions are an exception to this and they are available from the beginning.
Effects
Row 1
These effects are placed on the first row in the menu
Sweeping Robot
Microwave Oven
Light Bug
Fire Axe
Snow Globe
Baby
Drum
Detective
Hand Puppet
Dining Table
Row 2
Zombie
School Uniform
Sponge
Classic Dress
Pajamas
Egg Tart
Long Hair
Goth Dress
White Dress
Hat and Scarf
Spoilers:
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- This effect can be unlocked in the real world by seeing the Throne of Entrails event, after which it will be accessible from Wormiko's Room.