Yume Nikki

The game is about a girl named Madotsuki exploring the world of her dreams

Even though the as people say this game is "confusing to understand" but i could understand what was going on in my first playthrough. its about madotsuki proccesing all the bad thing thats happened to her,the deeper you go;the worse the memory gets.

for example: dense woods B, you have to get through the infinite road loop 5 times and go the opposite way which states that madotsuki does'nt want to experience the memory again. when you walk to the left after some time you'll see Shitai, a dead body which gives you the stoplight effect.. if only the stoplight was actually there...

this could mean madotsuki lost someone close to her by a car accident

there are lots of other metaphors in the game,infact everything is a metaphor in the game if you really think about it.