Cyanotype Daydream: The Girl Who Dreamed the World

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Kaito wakes to find himself in a strange room, with no memories, and a taciturn girl named Yonagi by his side. Upon learning of his role, he immerses himself into three wondrous dream worlds with her. When all three stories meet a bitter end, Kaito recovers his memories, and the true story unfolds.

Source: IGDB