Ep. 1: Yumeji encounters Merry Nightmare while fleeing Chaser John Doe's cat army from his nightmare

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High school student Yumeji Fujiwara possesses the ability to foresee dreams and nightmares. He recently experiences recurring visions of being pursued by a group of strange felines. After a mysterious girl falls from a tree onto him, she departs to retrieve her hat. Yumeji finds the hat but is instantly transported into his nightmare world, where he is hunted by Chaser John Doe and his feline army, who seek to use Yumeji as a vessel. Cornered by his pursuers, the girl reappears, identifying herself as Merry Nightmare, and engages John in combat. While Merry attempts to question John about returning to her origin, he mocks her and retreats. Subsequently, both Yumeji and Merry return to the real world, escaping the immediate threat of the nightmare realm.