Merry Nightmare is the titular character and a central figure in the anime series 'Yumekui Merry.' She is a dream demon who unexpectedly finds herself in the real world. Her mission is to return to the dream world, but she struggles with amnesia about her past and the means to achieve her goal. Merry partners with Yumeji Fujiwara, a human who can predict dreams, to fight against other dream demons invading the real world. Her character is marked by a blend of determination and vulnerability, making her both endearing and formidable.