Yume no Mata Yume (夢のまたゆめ)/guide

Pistol (ぴすとる)
Obtained when you sleep in your bed for the first time.

Lion (らいおん)
Interact with the arch capsule. Go north-east and enter the gray building. Interact with the lion.

Hero (ひーろー)
Interact with the far right capsule. Go south-east and interact with the pink helmet.

Ending
(Collecting the effects is not at all required.) Leave your room. Go right and go through the double doors with a red light above them.