According to KIKIYAMA's official website, Yume Nikki was first published on June 26, 2004 under version .00 . Ever since then, KIKIYAMA has made numerous updates, all the way up to version .10 on October 1, 2007 (even though it was completed on September 17, 2007). There isn't a whole lot known about the game's development to this day.
Yume Nikki wasn't exactly popular when it first came out, leading to no one really documenting the different versions. Eventually though, Yume Nikki became popular through Japanese forums such as 2channel . The game even gained an English following after an unofficial English translation was released. By the time all of this happened the current version was released.
Nowadays, older versions are harder to come by because of the explosion of popularity happening much later in the game's lifetime. Despite the fandom's attempts to find these past versions, there is still much to be found. This page documents what we know so far.