Yume-san/guide

Ninja
Enter the orange door. Go down to the next section and interact with the large orange creature. Enter the door with the shuriken on it. Go right and down, you'll see silhouettes of dogs moving forward several paths. Go through the third path (the one with the darker ground.

Go right and you'll now be in a maze. Work your way to the bottom-right corner of the maze and find/interact with the headband.

Ghost
Enter the blue door. Choose: [Right, Left, Left, Left, Right]. Interact with the ghost NPC.

Microphone
Enter the orange door. Go down to the bottom section, go right and go between the red trees. Go north-east and interact with the microphone on the wooden stage.

Colour
Enter the red door. Go north-west to a group of bushes. Go under the small red cloud. Go south-east and enter the hollow cuboid. Go all the way to the right and interact with the sparkling NPC.

Fluffy
Enter the red door. Go north-west to a group of bushes. Go under the small red cloud. Go south-east and find two NPC's beside a floating red circle. Interact with the circle to get the effect.

Chalk
Enter the galaxy door. Among the neon green "plants", there will be a different one. Interact with it to be transported to a new area. There you will find a short water channel. Interact with it from the bottom side. You will be teletransported to a small field area, where you can see a door in the middle of a lake. The door is accessible from the bottom area of the lake if you have the ghost or the seal effect. Enter the door, and you will be in a small area with two NPCs. Interact with the pink-haired NPC, and she will transport you to a monochrome area. Once you're there, go down until you find an igloo village, and then turn to the left and walk until you find a single igloo surrounded by white NPCs. Enter the igloo to find the effect.

Plushie
Enter the orange door. Go down until the last section and go between the red trees. They will teletransport you to a forest area. Go down and right until you find a yellow yarn ball, and interact with it. In the yarn world, cross the purple yarn-patterned door. It will transport you to another area. There, find a little yellow cat and interact with it to be transported to a corridor. Go until the end of the corridor to find the effect.

Yume's Legs
Enter the blue door. Choose: [Right, Left, Left, Left, Right]. Go through the door on your right. Go south-east and interact with the fish. Go down and right, interact with the tiled door. Go right, then follow the path straight up. Interact with the legs on the ground.