WMG / Wonder Egg Priority

As a WMG subpage, all spoilers are unmarked as per policy. You Have Been Warned.

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Kurumi (the captured maiden in episode one) was an egg hunter before she killed herself.

For most of the first episode, Ai and Kurumi's roles as egg hunter and captured maiden respectively seemed almost swapped: Ai was passive and overwhelmed. Kurumi took charge. It even got to the point where Kurumi was the first to save Ai when the Seeno Evils first attacked the two of them. Kurumi was also suspiciously knowledgeable about the dream world, as she was the one to explain to Ai the basic rules (eg Captured maidens get injured, Egg hunters get healed) when Acca and Ura-Acca were busy being their enigmatic selves.

• However, in Episode 6, it's revealed that if the egg hunter simply protects the captured maiden without defeating her wonder killer, she will regenerate in her egg. It's possible that Kurumi had this knowledge from another egg hunter's failed attempt.

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The Dream World is just a drug fueled escapade and everything in the anime takes place all in their heads

Acca and Ura-Acca are normal drug dealers, who prey on young and troubled girls. In the episode 1, Acca says "the first egg is always free" to Ai. This is done to get Ai addicted to their hallucinogenic drugs and to coerce Ai to come back more times. Acca also promises the "Captured Maidens" might be revived if they buy more eggs and take them on a nightly basis. In episode 11 and episode 12, we see that Acca is lying because when the "Captured Maidens" are freed they don't come back to the real world.

Also, there is significant evidence for the Dream World being all in the individual characters' heads and not created by Acca and Ura-Acca. Firstly, every character spawns at the same location. Ai always spawns at the school. Neiru always spawns on the bridge. Rika always spawns next to the lighthouse. Secondly, the suicide victims and wonder killers always follow a specific theme for each character. Ai always had school related suicide victims and wonder killers. Momoe always had transgender related suicide victims and wonder killers. Thirdly, the injuries in the Dream World don’t match up with the injuries in the real world. Ai gets multiple life threatening blows to the head and stomach, multiple fatal falls, and significant blood loss in the Dream World. Somehow, Ai only has very minor bruises and cuts in the real world. Lastly, the characters always wear their favourite outfit in the Dream World regardless of their outfit in the real world. In multiple episodes, Ai goes to sleep without wearing her favourite yellow hoodie and spawns in the Dream World with her yellow hoodie.