ゆめにっき Yume Nikki

From the introduction:

A young pig-tailed girl lays alone in a room. For reasons unknown, she is either unable or unwilling to leave. Little to her name but a small bookshelf, a bed, a desk, a TV, and a high balcony, her only view of the outside world below. Whatever her reasons may be, her waking world is so pathetically small, so she dreams. She dreams of white deserts, of neon lights, of pink seas, of darkness, of blocks, of Mars, of Hell, of the empty nexus and the twelve doors that take her to all these impossible places. The world of dreams is equally euphoric, and horrifying.