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
See: 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
See: 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.
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.
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 bathroom.
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.
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 tons of Lunatic Toriningen and a Guillotine that will give you the Severed Head effect. 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. Also in the Number World is the Lamp World. Like its name implies, it filled with lamps, and a small lamp with shoes gives you the "Lamp" effect. There is another 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. The Numbers world may have the most things to see, out of all the worlds.
Deeper Locations
Hell
See: Hell
The single largest area in the game, also known as the "Red Maze"
White Desert
See: White Desert
Home of Monoko
Wilderness A
Wilderness A is a large expanse of curly plants and rocky soil. It is notable for being extremely hard to navigate through all the plants that you see. In Wilderness A, you'll see the Toriningen Party, the Aztec Rave Box, the Barracks Settlement, Onsen-san's house, the strange plants with the red eyeballs (name pending), a box that leads to an FC world, and the stairways to the Sky Garden. To the left of the area around Onsen-san's house is the Towel, which gives you the "Towel" effect.
Sky Garden
The Sky Garden is reachable by going up through a path through the middle of an oval-shaped clump of grass, heading through a gap in the fence and going right. The Sky Garden is at the top of a long flight of steps that look like part of an Aztec pyramid.
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. There is a normal Toriningen here. Most of the beds are occupied, but the empty ones can be used if Madotsuki can reach them.
Guillotine Room
The Guillotine Room is found by going through part of the wall in the Bed Room. It is filled with Lunatic Toriningen, and the guillotine gives you the Severed Head effect.
The Mall
See: Mall