The Overdreamer

The protagonist is Niki, a little girl who finds herself in a nightmare, even though she doesn't even remember the time she went to bed. She's somewhat quick to realize that she cannot wake up from this nightmare, and the dream may not even be completely her own.

In physical battle, most of her enemies can kill her in an instant, so she has to rely on her smarts instead of her strength in order to overcome them, hide from them or trap them.