The Rainbow Forest World is available directly from the Nexus by entering the southernmost red door. The door is not available from the start, though. It is unlocked from first entering it through the Scribble Lamp in Blue City.
The Rainbow Forest seems to be Yume Nisshi's answer to the trope of having neon-colored worlds in a fangame. Despite its colorful appearance, however, this area is home to light but forboding music.
This world is home to unusual NPC with what appear to be glowing metal headdresses. Not much is to be done here other than fetching an effect and accessing other worlds.
The Sack effect can be found here by heading southwest. It's in the center of a circle of scribble trees. It can be tricky to worm through the trees to access the center, but it is possible.