Dream World (Yume Nikki)

You are in your room.
There is no noise.
The bed is there.
When you close your eyes, something changes.
You open the balcony door.
The air is not real.
The dream has begun.
You must look for abilities called effects in your dreams. You start with just the "Knife" effect; you can kill the beings that appear. This either kills them or activates something else—discover it...
You walked to the exit door of your room, and entered a dark place with floating doors called "Nexus".
What are you doing?