You know, this could help explain what the hell is up with Yume Nikki. Madotsuki isn't a girl having lunatic dreams, she's one of the magic paintings and the "dreams" are just the rest of the gallery or even other paintings.
Okay, how about this? Madotsuki wants to escape her painting so she has to jump through the hoops set by the gallery and solve the most hardest gallery puzzle ever, collecting all the effects. This could be why the stairs magically appear in the "real world" at the end of the game, none of it is real and it would be just like the gallery to magically open new paths that weren't there before.So Madotsuki jumps off the roof, expecting to escape the gallery and make it into the real world. Except all she ends up doing is escaping from her painting while still being stuck in the gallery. Disillusioned and embittered, she becomes the new Mary and will shank the next person who gets lost in the gallery. Or another crack-theory could be that Madotsuki IS Mary, with the blonde effect on.
On an interesting note, I wonder if Madotsuki only has the umbrella effect in the first place because Ib threw it into the painting?
