SPOILERS FOR BOTH YUME NIKKI AND OMORI INCOMING:

Knife-wielding hikikomoris (obvious pun is obvious) from popular Earthbound-inspired RPGMaker games in which most of the game is set inside of the mind these characters, with various strange and even creepy occurences happening. Both of them (or are at least theorized to) have gone through a traumatic experience which is the reason for why they shun themselves and the horrors in their dreams (Omori with the death of his sister, Mari, and Madotsuki possibly having some past trauma, which may have involved rape, although this and no other theories seem to be confirmed even if she did suffer from some kind of trauma). Both of them (at least in one of the endings of Omori) also end the game by jumping off a building and killing herself.