In 'Nightmare Exchange: Whose Dream Is It Anyway?', players assume the role of Cassie, a sleep management specialist who unwittingly gets embroiled in a black market for dreams. After a surreal event leaves her trapped in a twisted dreamscape, Cassie must navigate through the nightmares of others to retrieve a powerful artifact that has been fractured across multiple dream worlds. Each segment explores different themes of fear, memory, and desires, forcing Cassie to interact with dreamers who are both allies and enemies. Players must make choices that affect the dreamers’ realities and their own psyche as they unravel the mystery behind the artifact and the shadowy individuals controlling the nightmare trades.