Luna prides herself being the ruler of the night. One of her duties is to make sure all of Equestria sleeps soundly at night, their dreams pure and relaxing. It was just another night of fixing nightmares back into dreams when she stumbled upon a rather strange nightmare, one that seemed to be quite deep.
Cool, a Yume Nikki crossover. I share your surprise at no one thinking of this idea already. Madotsuki's nightmares are bound to creep the hell out of poor Luna. BTW, are you using this as a basis for Madotsuki's 'waking world'? Just curious.
*Somewhat spoiler-ish*
http://www.youtube.com/watch?v=iL07EmmVg2E
2408535 Waking world is something I have yet to hear about. Like I said, it has been a while sense I played the game (I have been very busy lately and the game did not work for a while due to a long story), but I have started playing the game again. Is the 'waking world' based on the ending or is it based on one of the theories?
2408658 It's based on fan theory. Like I said, I was just curious. Looking forward to more.