Yumekui Merry

High school student Fujiwara Yumeji possesses the unusual ability to see other people's dreams. One day, he meets Merry who had wandered from the Dream World into the Real World. This meeting raises many questions for Yumeji. Who exactly is Merry? What is the Dream World and what are Nightmares? What purpose do the Nightmares have for entering the Real World?