Yume is a frankestein animal who was created to be a guinea pig for a creation of a time machine, as many other frankestein animals. However, in one of the tests it was involved, Yume lost it's physical form, making it only appearing in dreams in many timelines.
As Yume is stuck in many timelines, it was already treated as a god by some ancient populations, treating it as a being who protects in the dreams. However, some other populations treated it as a evil being, treating it as a being who curses.
Although Yume visits many dreams, it oftens visits Choko's dream, who later became it's best friend.