Kross/guide

Blue Cape
Enter the closet above Zugaikotsuki's bed. Interact with the NPC (in Fig. 1) four times. Go roughly southeast to find a blue umbrella. Interact with it to get the effect.

Bunny
Enter the bed (you need to stand on the bottom half of the bed, or else you'll end up interacting with the closet instead) and go through the west path to the Snow World. Interact with the woman who tells you to kill her. Choose "Don't kill her" and after some dialogue, the Snow World will turn into Grass World permanently. Find a rabbit to get the effect.

Light
Enter the bed and go through the north path to Rainbow World. Go south and interact with the yellow lamp post to get the effect.

Vampire Wings
(The Light effect is needed.)

Enter the closet above Zugaikotsuki's bed. With the Light effect equipped, interact with the shivering NPC to get the effect.

Rainbow Cape
Enter the bed and go through the north path to Rainbow World. Interact with the NPC (in Fig. 2) and go up the rainbow. Interact with the animated NPC to get the effect.

Judgement
Enter the bed and go through the west path to Grass World. (If you haven't already turned the Snow World into the Grass World, do it by following the instructions on getting the Bunny effect.) Interact with the Gray-skinned NPC. Go inside the red building. Talk to the girl to get the effect.

BrainWash
(The Vampire Wings effect is needed.)

Enter the closet above Zugaikotsuki's bed. Interact with the NPC (shown in Fig. 1) four times. Find a statue that has red eyes (you may need to look closely for it) and interact with it. With the Vampire Wings effect equipped, interact with the monochrome girl in the hole to get the effect.

Zugaikotsuki's Skulls
All Skulls found in the game can be equipped and be used to attack NPCs. Pressing N on the keyboard brings up the equipping menu and highlighting "Items" allows you to equip skulls. Skulls can be assigned to either the H-key or J-key slot. Pressing the respective keys allows Zugaikotsuki to cast out a skull. Killing NPCs earns you experience and money. Money can be used to buy ice cream in a certain area and restore HP. All of these mechanics are rather useless because there are no real enemies to be found in the game except for one at the very end and that enemy doesn't even need to be defeated to see the ending.

Skull (aka White Skull)
Enter the closet at the top right of Zugaikotsuki's room and go through the blue door. Interact with all three bloodstains on the wall to make the Skull appear.

Fire Skull
Enter the bed and go through the north path to Rainbow World. Go inside the building to the Art Museum and interact with the empty blue frame. Then, interact with the red-haired girl and say "Yes" to her question. Take the Fire Skull that appears in her place.

Crystal Skull
Enter the closet above Zugaikotsuki's bed. Interact with the NPC (in Fig. 1) four times. Find and interact with a red-eyed statue. Interact with the Crystal Skull.

Green Skull
Found when turning the Snow World into the Grass World (see the Bunny effect's instructions).

Black Skull
Enter the bed and go through the path to the east. Enter the closet. Go in between the ice cream cones and go under the green arch to the southwest (not the one to the east). Go east and interact with the Black Skull.

Golden Skull
Found when placing down all of the skulls. It is needed for the ending.

Ending
Once you've collected all the Skulls (none of the Effects are necessary for completing the game), Enter the bed and go through the south path. There are places where Zugaikotsuki can place down her skulls. (Unfortunately, due to a bug, the White Skull cannot be placed down, barring you from the ending.) Once all Skulls are placed down, a new Golden Skull appears. Take it and go back north and through the blue door. The skeleton that was standing outside the bedroom door the whole time will now start attacking Zugaikotsuki. You must survive his attacks for fifteen seconds and then you will be automatically teleported to the ending.