Yume Nikki has many interconnected locations that vary wildly in theme and size. They house the 24 effects also may also contain events.
The dream world is an intricate labyrinth of openly looping regions and obscure pathways, but most regions of the game can be considered as part of an individual 'world' with connections to other worlds.
This is a list of all the central worlds of Yume Nikki. Note that in this wiki, the commonly-accepted fan names are used so that they are easier to find, although each area has an official name that is also listed (which are the map names when viewing the game in RPG Maker).
A colorful world with floor tiles that chime when tread upon. When seen from a distance, the tiles form some sort of mosaic. The Bicycle effect, the entrance to The Mall and the women's restroom are found here.
A world filled with, indeed, candles. The Midget effect can be obtained from a little dwarf creature, and an unusually swift Toriningen loiters near a bed. There is also an entrance to The Checkered Tile Path.
A rather large area full of trees that connects to various other locations. Rain falls heavily, and there are weird creatures that populate it. The Stoplight effect can be found here, as well as a few Jellyfish.
A vast expanse of curly plants and arid soil, reviled for being very difficult to navigate. Many events and the Towel effect hide inside. There is also a giant pyramid with a staircase that leads to the Sky Garden.
A somewhat obscure area accessed through the Staircase of Hands, by using the Umbrella or Yuki-onna effects on the flames that block your path. The Poop Hair effect and the entrance to the Spaceship are here.
A strange spaceship, complete with a piano, table, and nice view of space. It is owned by an alien known as Seccom Masada-sensei by fans. Upon sleeping in the bed, there is a chance Madotsuki will go to Mars.
A red, rocky wasteland reached through the Spaceship. Traveling to the left will lead to a small steaming vent on top of a hill, the Midget effect allows Madotsuki inside. The UFOs on Mars event can be seen here.