Yume, Shosen Mousou (夢、所詮妄想)/guide

Effects Guide
This is a list of the effects (aka Items) and where to find them.

Sword
Found in Kamitsuki's dream room.

Box
Nexus → Black Door → School

Game Console
Nexus → Rainbow-colored Door → Game Consoles World

Curry
Nexus → Brown Door → south

X Band-Aid
Nexus → Tears Door → south-east

Wings
Nexus → Cages World → south → Blue Bird World → south

Black Page
Nexus → Black Door → School → Hell

White Page
Nexus → Tears Door → north-west → "Unneeded" World → north → from the left いらない, go north-west until you find the "苦" → Experimental Facility

Yellow Page
Nexus → Brown Door → Gears World → north-east → Laboratory → Yellow Room

Blue Rubber Band
Nexus → Eyeball Door → Eyes World

Sign
Nexus → Eyeball Door → Raw Land

Brown Page
Nexus → Rainbow-colored Door → south-east → Building Block World → south-west

Bear
Nexus → Cages World → Forest

Magician
Nexus → Eyeball Door → Eyes World → Pink World

Dracula
Nexus → Black Door → School → Hell → Victimization → Demon King Room → Castle

Poseidon
Nexus → Black Door → School → Sea World → south-west

Chocolate
Nexus → Brown Door → north-west → Gears World → south-east → Sweets World → south-west

Hockey Mask
Nexus → Cages World → Desert

Makeup
Nexus → Eyeball Door

Machine
Nexus → Brown Door → Gears World → north-west

Sensitive to Cold
Nexus → Tears Door → "Unneeded" World → Experimental Facility → Snow World → Igloo

Demon King
Nexus → Black Door → School → Hell → Victimization → Demon King Room

Ending Guide
In order to get the ending you must collect all effects, after that you will have to interact with the blue bird that takes you to the wings effect. Then you will view an event with a little boy, interact with him and you'll wake up. Go back to the hospital ward where Kamitsuki's mother is, interact with her and you'll be forced to wake up again. Go through the door that leads to the hospital. You will enter a different room with a person who looks like a white-haired Kamitsuki, you need to kill him. This will trigger the ending.