Lonely/guide

Puppy
Enter the top-left door to the Night-time World. Go up from the door and interact with the puppy.

Fire Poker
Enter the bottom-left door to the Snow World. Go up and right from the door and enter the brown house. Enter the door on the right. Turn back then enter the door on the left. Interact with the fire poker.

Teddy
Enter the top-left door to the Night-time World. Go up where the Puppy effect is then go right. Enter the gray building. Go right and enter the door beside the elevator. Interact with the teddy bear on the couch.

Princess
Enter the top-right door to the Forest World. Go down and left from the door to some scattered sheets of paper. Interact with the paper with red on it. Go right and through the hole in the wall. Go up and right to a cracked pane of glass. Use the Fire Poker to break the glass then enter it. Go up and interact with the dress.

Bloody
Enter the top-right door to the Forest World. Go down a bit and right from the door. Interact with the tiny red mushrooms. Enter the giant mushroom. Keep going up and you'll reach a room with a moving red mushroom. Interact with the mushroom to get the effect.