Within the files for the Version 0.04 build are cached thumbnails depicting screenshots from a cut soccer minigame called Severed Head PK, which, per its name, would've used severed heads as balls. Despite their small size, the thumbnails are legible enough to understand what they depict: one shows a title screen, one shows a player select screen, and one shows actual gameplay. Additionally, all three images feature a much cruder art style than either the main game or NASU, the minigame ultimately added in Version 0.05. Of note is that like Severed Head PK, NASU takes place in a green field beneath a black sky and prominently features bright red assets (hills, text, and the title logo in Severed Head PK; the player character, clouds, and a strobe effect in NASU).

Given that NASU is preceded by a game selection menu with only two options present – "NASU" and "Quit Game" (the latter of which simply closes the menu) – it is unknown if Kikiyama intended to reincorporate Severed Head PK as an additional option.

Within the Underground World (a hidden area in the Dream World only accessible by sleeping in one of five replicas of Madotsuki's bed, randomly chosen each time she falls asleep) is a large corridor full of fire. Normally, this room requires Madotsuki to obtain and equip either the Snow Woman or Umbrella effect, which produces precipitation that puts the fire out and allows her to proceed into the Storage Room. However, if she enters this area as a snowman (by equipping the Hat & Scarf effect and pressing the 1 key in the Snow World) and stands next to the fire, she will slowly melt into a puddle of water; pressing the 1 key while in this state reverts her back to human form, as with the un-melted snowman.

While Madotsuki can also become a snowman in the blizzard generated by the Snow Woman effect, the weather would carry over to the corridor and extinguish the fire immediately upon entering. Consequently, Madotsuki can only access this Easter egg via the blizzard that appears by default in the Snow World.

In Version 0.04, Dense Woods A contained two jellyfish instead of just one, with the second being located by a lamppost near the center of the map; interacting with it only causes it to ring, without any additional results. In all recovered later builds, this jellyfish is moved out of bounds, well out of the camera's view; however, it can still be interacted with if the player uses cheats or glitches to access it. In Version 0.10, interacting with this jellyfish crashes the game due to its associated files being renamed: the jellyfish is programmed to call a file called イベント5, which was renamed to イベント_005 in Version 0.10.

Additionally, Dense Woods A's layout was redesigned in Version 0.07 to remove a gate that originally led to Mural World. Instead, the upper path is expanded to loop over to the western portion of the main road in Dense Woods A, and the remaining gate leading to Puddle World was redesigned.

One room that Madotsuki can encounter in the FC House's basement is a blue, castle-like area populated by several goblin-like creatures. The design of these characters appears to reference the Famicom version of Bokosuka Wars, which features a similar monster on the "you win" and "you lose" screens.

Prior to Version 0.07, the guillotine NPC that provides the Severed Head effect when interacted with was located in Block World rather than the Guillotine Room (the latter of which is commonly known as such due to the guillotine's presence there in later builds). Instead, the latter area only features the lunatic Toriningen and cupboards.

This early iteration consequently made Block World one of only two areas in the game that featured more than one effect (the second being the Hat & Scarf effect, which is obtainable from Block World in all known builds). From Version 0.07 onward, this distinction is only held by Mural World (which features both the Blonde and Long Hair effects).

In the earliest builds of Yume Nikki, in-game text was not given windows outside of the game's menus; this feature was not added until Version 0.05. Curiously, while overworld text is generally sparse, Version 0.10 features data for a three-line window, far more than what is normally needed. This appears to line up with a text prompt in Version 0.04 – but not Version 0.06 onward – that appears when Madotsuki attempts to return the swivel chair to her desk in the dream world version of her apartment.

Because Version 0.05 is not currently available to the public, it is unknown if this window was indeed used for the prompt in that build or if the text was removed before the idea could be implemented.

The English Steam release features a number of bugs not present in other editions:

• The lights do not dim when Madotsuki sleeps in the spaceship's bed, as the graphical filter is mistakenly set to transparent.
• Certain sound effects, such as those for flying on the Witch effect's broom and talking to an FC Priori, do not play due to them being misnamed in the game's files.
• If Madotsuki equips the Traffic Light effect, switches to the red light, and talks to the Toriningen that changes the UI's palette, the resulting text box is corrupted. This is because the correct text is displayed on another line that went untranslated.

Curiously, although the Steam release was updated four times to fix various other glitches and mistakes, none of the patches fixed any of these errors.

Version 0.09 updated the Witch effect so that a unique sound plays when moving around while riding the broom, rather than simply reusing the regular footstep sounds. This is accomplished by giving every map two copies of the same tileset: one for regular mobility and one for the broom, with the game swapping between the two as needed. While this is retained in Version 0.10, the code is simplified in the later build so that a copy of the full string is not needed on every map.

However, three areas of the game were not properly accounted for during the conversion process: the second room in Neon Tile Path, the room full of beds in Number World, and the Pink Sea all play the regular footstep sound regardless of whether or not Madotsuki has the Witch effect equipped and active. Additionally, these areas still contain leftover event data from Version 0.09's method of swapping between the two tilesets. Because the indexes for the game's tiles were altered concurrently with the streamlining of the broom code, triggering these leftover events with cheats instead swaps out the maps' graphics with ones from other areas:

• The pyramids in the second room of Neon Tile Path are replaced with Henkei Shita heads from Footprint Path A, and sitting down changes the entire tileset to that of Snow World, with the background additionally changing from solid black to solid white. It reverts back to the mostly complete Neon Tile Path tileset when Madotsuki sits back up.
• The tileset for the room full of beds in Number World is replaced with that of Forest World, temporarily reverting back to the proper visuals whenever Madotsuki sits down. The background, however, is unaffected.
• The Pink Sea is completely blacked out, as the game attempts to call blank divider tiles when in this state.

Whenever Madotsuki turns on her TV in the dream world version of her room from Version 0.06 onward, there is a 1/8 chance that the view will cut to a full-screen event in which two rows of Paracas-esque figures scroll across the screen. "KALIMBA", the theme song for this event, was originally uploaded on Kikiyama's players.music-eclub.com profile on January 13, 2004, almost five months before Yume Nikki first released. This version of the song is substantially longer than the one that would ultimately be included in the event, clocking in at eight minutes instead of several seconds. Additionally, the cover art for the full-length version features the same rows of figures depicted in the event, albeit with a slightly duller color scheme.

Due to a lack of public statements from Kikiyama, it is unknown if the song was composed with Yume Nikki in mind from the outset or if the KALIMBA event was included as an Easter egg referencing their non-game work.

On January 22, 2018, twelve days after its initial release, the English-language Steam version received an update that "Fixed parts of the text translation," focusing on the effects menu. Most of the adjustments were minor, such as altering word choice (e.g. "Change into a faceless ghost" to "Materialize as a faceless ghost."), changing the capitalization of certain words (e.g. "Grow Long Hair." to "Grow long hair."), and changing the tone of the text (e.g. "Change into a witch." to "Become a witch incarnate."). However, more substantial changes were made to five options, changing not only the descriptions, but also the effect names:

• Get Fat was renamed Fatten, and its description was changed from "You get fat." to "Balloon in size."
• Whistle was renamed Flute, and its description was changed from "Hold the whistle." to "Brandish a flute."
• Talking Head was renamed Severed Head, and its description was changed from "Change into a talking head." to "Be reduced to a severed head."
• Devil was renamed Oni, and its description was changed from "Change into a devil girl." to "Reconstitute as an oni."
• Game Info was renamed Tutorial, and its description was changed from "See the game explanation once more." to "Review the game's tutorial."

Despite these changes, the text boxes that appear when picking up a dropped effect in the Nexus and the completed FC World version of the effects menu still contain the old names. The latter additionally misspells the Midget effect's name as "Miget." Curiously, the incomplete FC World effects menu only contains the old names for the Tutorial option and the Fatten effect; the Midget effect's name is also spelled correctly there.

The unpatched release of Version 0.10 contains unused data for an event on Mars called "階段←↓". Re-enabling this event opens an alternate, invisible entrance to the Martian underground, to the left of the hole that leads to it in the final game; however, the map's collision data prevents Madotsuki from actually using it without the aid of further cheats.

Furthermore, the game contains unused graphics for a stairway that matches the visuals of the Martian surface, and the Martian underground features several flights of stairs at the beginning. This indicates that the underground was originally meant to be accessed via the unused stairway rather than needing Madotsuki to activate the Midget effect, with the summit's layout being changed concurrently with the altered entrance. The Yumesyuusei Patch and all releases based on it (including the official English release) remove the data for 階段←↓, though the unused stair tiles are unaffected.

Additionally, the game's code contains tiles for doors on the walls of the Martian underground, indicating that the sub-area was originally planned to feature multiple rooms rather than just one. This, combined with the unused alternate entrance, implies that Kikiyama had to leave Mars incomplete for unknown reasons, polishing up what was already completed late into Version 0.10's development.

Within all available builds of the game are sprites for three possible effects that were never implemented. One set of sprites depicts Madotsuki blindfolded, another depicts a grayscale version of her similar to the "ghost" found in Mini Hell, and a third depicts 8-bit versions of the "crick in the neck," which in the final game is instead an event where Madotsuki randomly wakes up with her head stuck facing leftward. Of note is that Versions 0.07 to 0.09 additionally feature sprites for blindfolded and grayscale Madotsuki pinching herself awake; Version 0.10 overwrites them with the "active" sprites for the Spirit Headband effect.

Additionally, the game's data contains an unused mugshot depicting what appears to be an early iteration of the Spirit Headband effect, in which Madotsuki turns into a hitodama (a disembodied soul which appears as a floating ball of fire, comparable to a will-o'-the-wisp in many Western cultures) rather than becoming invisible. A full set of sprites for this version is also present in Version 0.04's data, showing that rather than turning invisible, pressing the 1 key would've simply changed the fire's color.

In all earlier builds of the game, Neon World featured a radically different layout, matching the open-world structure of the other "main" locations accessible from the Nexus. The sole relic of this in Version 0.10's segmented design is the room that Madotsuki starts in, which is much bigger and features a more spread-out tile pattern compared to the other rooms in Neon World.

One noteworthy casualty from the layout change is the removal of various head-like figures scattered across Neon World in Version 0.09. These figures are not seen anywhere in Version 0.10, making them the only documented "characters" that were outright removed (rather than relocated) in a later update.

Number World was not implemented until Version 0.08; in prior builds, the gray door in the Nexus with a large red circle on it instead lead to an early iteration of Lamp World. Of note is that the earlier version of Lamp World features an alcove full of beds and cupboards. A bloodstain is also present in the bottom-right corner of the room; in Version 0.07, this stain teleports Madotsuki to the Guillotine Room when stepped on. This alcove would be moved to the Number World in Version 0.08 onward, and the bloodstain would be replaced with a Zippertile spewing blood out of its mouth, still acting as a warp to the Guillotine Room.

Additionally, the early version of Lamp World featured background music that is not present anywhere in Version 0.08 onward; this track was also used for the Face Carpet area in Forest World before it was concurrently replaced in Version 0.08 with the background music for the hot springs building in the Wilderness, played at 70% speed.

In the earliest available builds of Yume Nikki, the gate on a high ledge in Block World leads to a room colloquially known as the "Toriningen's Bed" event; it is present in Version 0.04, 0.06, and presumably 0.05, but because Versions 0.00 to 0.03 are not publicly available (as is 0.05), it is unknown if the Toriningen's Bed event was added in Version 0.04 or if it was present in prior builds.

This room consists solely of a long walkway leading to a bed. Entering it causes a lunatic Toriningen to spawn at the entrance of the walkway; because the hallway is only one tile wide, there is no way of avoiding it, and once it catches Madotsuki, she is transported to an out of bounds portion of Footprint Path A, rendering her immobile until she wakes up or teleports back to the Nexus with the Eye Palm effect. Version 0.06 revises the area so that it uses Block World's background music, played at 50% speed, instead of Eyeball World's background music.

In Version 0.07, the Toriningen's Bed event is removed, and the gate leading to it now leads to the White Desert; this change is retained in Version 0.10. Discounting the unused "NASU Link" event in Version 0.09, this is the only known event that was removed in a later update.

The earliest builds of the game only contained 20 effects, missing the Witch, Oni, Squish-Squish, and Traffic Light. These four were not added until Version 0.05, as evidenced by the changelog provided in both the game's README file and Kikiyama's official website.

Of particular note is the Squish-Squish effect, which is provided by interacting with an amorphous, blue-gray figure with a single, large eye. In Version 0.06 (the earliest available build to feature all 24 effects), the figure was present in a shack in the Barracks Settlement that Madotsuki could not enter in previous versions. In Version 0.08, the figure is moved to FC World B; however, a copy of it is still present in its original location in the Barracks Settlement, where it is being fed on by the newly added Seahorse. In Version 0.09, the Seahorse's design is updated to change its skin from purple to orange and add four hornlike structures to the top of its head. Version 0.10 removes the version of the figure that the Seahorse fed on.

This sequence of events gives the impression that the Seahorse's development was a direct result of feeding on the figure, thus providing the only known instance of the game's updates appearing to convey a narrative within the Dream World.

RPG Maker 2003 allows developers to adjust the playback speed of an area's background music, something that Yume Nikki frequently makes use of. Several songs are featured in multiple areas, and in most cases, they are slowed down or sped up to fit a certain mood:

• The Mall Rooftop's background music is "I Fly to the Sky Forever", the Witch's Flight music, played at 70% speed.
• The Sewers' eponymous background music is "A Damp and Humid Place", the Dense Woods A music, played at 60% speed.
• "Menu Type Change", the background music for each of the rooms in the Mall, is "Start of Yume Nikki", the title screen theme, played at 50% speed.
• The eponymous discordant noise heard when summoning Uboa in Poniko's house is the screeching that plays in the Guillotine Room slowed to 50% speed.
• "I Don't Know Where I Came From", the Teleport Maze's background music, is "FEVER", the Aztec Rave Monkey's theme, played at 50% speed.
• "On a Hill, Shining Feet", the Neon Tile Path's background music, is the Snow World's eponymous theme played at 70% speed.
• "Wei Wilderness", the Wilderness' background music, is "The Dream Always Begins in the Veranda", the ambient noise heard in the dream version of Madotsuki's apartment, played at 50% speed.
• The Face Carpet area in the Forest World uses "Tokun-Tokun", the background music from the hot springs building hidden in the Wilderness, played at 70% speed.
• The background music heard in the entrance to the Mall is the eponymous background music from Shield Folk World, played at 50% speed.
• The Docks' eponymous background music is "The Mural World", heard in the area of the same name and in Footprint Path 1, played at 50% speed.
• Puddle World's eponymous background music is "Many Footprints", Footprint Path 2's background music, played at 50% speed.

Additionally, many unique area themes are played at a modified speed by default:

• "Scar Doesn't Disappear", the background music that plays in the underground area in Mars, is played at 80% of its actual speed.
• "The Land of Dreams?", the Pink Sea's background music, is played at 60% speed.
• "The Scribbling World", the ambient hum heard in Graffiti World and Hell, is played at 60% speed.
• "The Candle World", the ambient noise heard in the area of the same name, is played at 50% speed.
• "Do You Play a Family Game?", the main menu theme for the "Famitendo" in Madotsuki's room, is played at 70% speed.
• "The Black Department Store", the ambient noise heard in the Mall and in Big Red's room, is played at 50% speed.
• "The Forest World", a series of gong chimes heard in the area of the same name, are played at 50% speed.
• "Up Up...", the ambient hum heard in the stairway leading from the Wilderness to the Sky Garden, is played at 50% speed.
• "The Wall of Cold Stone", the ambient noise heard in Ghost World, is played at 50% speed.
• "I Don't Want to See It!", the ambient noise heard during the FACE event, is played at 80% speed.
• "The Number World", the ambient noise heard in the area of the same name, is played at 50% speed.
• "A Small Shrine Was Forgotten", the background music for the FC Pyramids and other select areas in FC World, is played at 90% speed.

Relatedly to the above, the chimes that make up "The Snow World" are also the same ones heard when interacting with jellyfish, played back at 110% speed for the first note and at normal speed for the second.

The game contains data for a second party member, despite the fact that Madotsuki is alone in standard gameplay. Using RPG Maker 2003's debugging tools to add this figure to Madotsuki's party shows that it does not have any sprites or even a name. However, various changes occur to the game's world, indicating that Kikiyama most likely used this for testing purposes:

• Almost all Toriningen are despawned; the only exceptions are the one in the Mall who changes the menu's palette when spoken to and the group throwing a party in the wilderness.
• The top-left cupboard in both versions of the Guillotine Room disappears. However, it can still be interacted with: pressing Z or Enter when standing where it normally would be transports Madotsuki to a random cupboard in the Number World, as if she had used one of the randomly generated exit cupboards. Returning to the Guillotine Room restores the top-left cupboard to its normal position.
• Movement is disabled upon waking up.
• The Witch's Flight event can be accessed by walking off the top-right corner of the Mall's rooftop, regardless of whether or not Madotsuki has the Witch effect equipped and active.
• An unused parallax background (named ネオン背景.xyz in the game's files) is enabled in Neon World, which normally has a solid black backdrop in Version 0.10 and all available early builds. This background, which depicts a series of ripples distorting a group of red, blue, and green lights, does not scroll correctly, only showing the top-left corner of it. Notably, this is the only unused background in the final game.

The notion that this invisible party member was used as a debugging tool is further bolstered by the presence of three similar extra party members (which also have no graphics or names) in Version 0.06. In that earlier build, Madotsuki is internally listed as the fourth party member; enabling the first one adds NASU to the game's debug map, though both that version and the one in Madotsuki's room will not progress past the title screen.

In all recovered early builds of the game, the Fatten effect was provided by a funhouse mirror hidden in the large red maze (colloquially known as Hell). In Version 0.10, the mirror is removed and the effect is instead obtained by interacting with a tall, flashing humanoid (colloquially known as Strober) in the Docks B, and the portion of Hell where the mirror was once located is now empty. Incidentally, the Docks B is only accessible through Hell, preserving the association between the latter area and the effect.

Despite the mirror being removed from the normal course of play in the final build, it is still present in a debug room hidden in the game's code, functioning as it did in earlier versions. However, in the official English release, the text that appears when interacting with it, "★ふとる★", is corrupted due to it not being translated.

The Dragon Quest-esque overworld area, colloquially known as FC World, features a large island on the right-hand side of the map that is not accessible during the normal course of play despite taking up the majority of FC World's land mass. No events or exits are associated with this island, popularly known as FC World C, meaning that hacking the game to place Madotsuki there would prove fruitless.

Despite this, there is evidence that this area was meant to be explorable at one point in development. In the Version 0.09 build (the last one before the "final" Version 0.10 release in 2007), the Dense Woods and Windmill World areas feature the player character from the minigame NASU as an NPC; however, a flag is set to render it invisible (and therefore non-interactable). If the player uses RPG Maker 2003's debugging tools to render the character visible, interacting with it teleports Madotsuki to another unused area in FC World, a small island with four statues on it and an exit at the bottom. Going through this exit takes Madotsuki to FC World C.

While FC World C is still as barren as in other versions of the game, the unused chain of events leading up to it in Version 0.09 indicates that the area was intended to play some kind of role in the final game and that Kikiyama continued to try implementing it late into the game's update history.