The Month of Free Horror, Day 20 - Yume Nikki
This is no Inception... This is better.
Here we have yet another RPG Maker game, though worlds apart from the previous. Yume Nikki is a game made by Japanese developer Kikiyama using RPG Maker 2003. The game has gained something of a cult following and actually was the 14th most downloaded game on a popular Japanese download site in 2010.
You play as Madotsuki (lit. windowed) and travel through her varied and sometimes disturbing dreams, meeting various characters both friendly and not-so-friendly. The objective is to gather 24 "effects", which can also be used as abilities, hidden within Madotsuki's dreams. The game also contains events that are completely random, some of which you might never even see throughout playthroughs. Much similar to Henry Townshend's situation in Silent Hill 4: The Room, Madotsuki is confined in her own apartment, only being able to leave to the surreal world of dreams. Interestingly enough, both games were released in 2004.
There's no dialogue and all plot points are vague at best, the art style is very unique and the meaning of most events are debatable. Because of this, Yume Nikki has attracted lots of theories revolving around the characters and the game, even the creators themselves, some of which can be found collected in Yume Nikki Wiki.
Download site: http://www.theneitherworld.com/yumenikki/links.htm