Gate of Nightmares

Gate of Nightmares is set in Wistaria, a world of swords and magic, and Remulias, a world where people's dreams become reality. Emma, a girl who became a "Nightwalker" and commands monsters born from bad dreams known as "Nightmares," encounters Azel, a mysterious boy the Nightmares are fond of... (Source: Square Enix, translated)