Nebula

Nebula is a childish dream demon. She only exists in other people's dream, not having a physical body of her own. 

Encounters with her can vary depending on the person who is dreaming. Towards adults she'll most likely be seen playing around and not minding them any business, when in company of children she'll be more friendly and try to play with them. Since their minds are 'weak' in comparison to an adult mind, she can go as far as shifting the child's dream into creative, colorful and fun elements.