Yumeji Fujiwara is a high school boy with the ability to predict people's dreams or nightmares. Recently, he has dreams of being chased by a weird demon named John Doe. One day, Yumeji meets a strange girl after she falls out of a tree and lands on him. After she leaves to look for her hat, Yumeji finds it, only to suddenly find himself in the world from his nightmare, and he is once again chased by John and his cat army. As Yumeji is cornered, the girl from before arrives, introducing herself as Merry Nightmare, and fights against John. As Merry tries to ask John to take her back to the world he came from, John just laughs at her and leaves, before both she and Yumeji return to the real world.