>>86649"Yume Nikki", the one and only, the game (2004) that started all of those clones that I love:
http://yumenikki.wikia.com/wiki/Yume_NikkiThe character is Madotsuki, the sleepy hikkikomori. The game is about her exploring her own mind while dreaming, 12 doors with different worlds to explore. Really symbolical and trippy, most of the fun is playing it and then read on the internet about the tiny things you missed. It's one of those rare games that gave me that "now what..." lost kind of feeling.
Getting it to work is kinda tricky, this should make it easier for you:
http://yumenikkifg.wikia.com/wiki/Technical_DifficultiesIt's a really peculiar game, you might like it, you might not.
The style of your picture is in my opinion the best representation of Madotsuki, made by "aosora (mizore)":
http://danbooru.donmai.us/posts?tags=aosora_%28mizore%29 
