Nanashi, as she appears in the Nail World after being struck.
Her file name is Nanashi - "No Name"
Unknown, though she is taller than Usotsuki.
Nanashi is a recurring girl with long white hair and a hospital gown found in Nail World. Her name comes from the file-given title which is Nanashi; it translates to "no name."
In the Nail World
On your first visit to her area, Nanashi behaves as a normal NPC. However, she dies differently from any other character in the game; it takes several hits to kill her completely.
Continuing to hit her after she starts to bleed reduces Nanashi to a crawling and bloody heap. Hitting her further will kill her. She must be killed in order for Usotsuki to leave the Nail World.
In the White Plains
A different version of Nanashi can also be found in the White Plains as of version 0.03. Although it is hard to tell, it is identifiable as the same NPC, as the file in the Charset folder of the game is labeled "nanashi-box."
Nanashi appears to be frozen in ice in a secluded tent in the area; it could be interpreted as a coffin. If Usotsuki has already killed Nanashi in the Nail World, the contents of the box will be only blood and gore.
It should be noted that she is one of the only characters in Yume Nikki and its fangames to die in this more realistic manner; another significant example of this would be Sabitsuki, from .flow, in the third ending.
It is speculated that she is somehow related to Shinjitsuki since they both share the same CharSet and are visually similar.