Merry Nightmare is the titular heroine of Yumekui Merry. She is a dream demon who is the gate keeper of the door that connects the Dream World from the Real World. Unlike the other dream demons, she doesn't need to possess a human to enter the real world, as she has her own body. Searching for a door to come back to the Dreamworld, she falls on Yumeji one day, who wants to help her to find her way back home. At first reluctant, when a daydream occurs and when she saves Yumeji's life, she accepts his help.