According to KIKIYAMA's official website, Yume Nikki was first published on June 26, 2004 under version 0.00 . Ever since then, KIKIYAMA has made numerous updates, all the way up to version 0.10a. There isn't a whole lot known about the game's development to this day.
Yume Nikki wasn't exactly popular when it first came out, leading to no one really documenting the different versions. Eventually though, Yume Nikki became popular through Japanese forums such as 2channel , and even gained an English following after an unofficial fan translation was released. By the time all of this happened the current version was released.
Nowadays, older versions are harder to come by because of the explosion of popularity happening much later in the game's lifetime. Despite the fandom's attempts to find these past versions, there is still much to be found. This page documents what we know so far.
On KIKIYAMA's website, KIKIYAMA HP, there are a number of pages dedicated to Yume Nikki. On the main page, there are three links:
- game: Links to the ゲーム紹介 page, which contains instructions for playing the game.
- ホームページ更新点について: Links to news about the site's updates.
- ゆめにっき0.10修正ファイル（lzh）: Links to the Yumesyuusei patch, which resolves bugs that were present in the original release of Version 0.10.
On the left side of the site, more links can be found.
- main: Returns to the main page.
- ＨＰ更新履歴: Links to news about the site's updates.
- ゲーム紹介: Instructions for playing the game.
- 更新履歴: A changelog documenting what each version after v0.00 added, up until the original release of version 0.10.
- バグ修正履歴: A bug fix log that describes which bugs each version following v0.04 resolved. It also occasionally lists changes unrelated to bugs, such as v0.07's addition of being able to wake up with effects equipped. A rough translation of the bug fix log is available on TCRF.
- スクリーンショット: Screenshots of the game.
- ダウンロード: A download link for the original, buggier release of Version 0.10, which can optionally be patched with Yumesyuusei.
The following information is based on findings from the currently available versions and the ReadMe file provided by Playism when they released their official English localization. Judging from what was discovered in version 0.04, Yume Nikki started development sometime before or around January, 2003.
Yume Nikki started with Version 0.00, built on June 14, 2004, and released on the 26th.
There is no definitive information known about this version. Despite this, it can be inferred from the later versions that v0.00 had 20 effects, as only version 0.05 added effects to the game, and that the player's starting position from loading a saved game was different. This version also would have had different backgrounds, effect placements, and sound effects.
Not long after v0.00, Version 0.01 was completed on June 26, 2004, and released on July 6th.
Certain sound effects were changed, maps and effect placements were adjusted, and some new maps were added. If save data from v0.00 is used, the player's starting position will be different.
Version 0.02 was completed on July 14, 2004, and released on the 20th.
This version reduced the data size of audio assets by half, added new maps, changed certain backgrounds, and made more adjustments to maps and effect placements.
Version 0.03 was completed on September 2, 2004, and released on the 7th.
This version reportedly changed the normal footstep sound effect, added new maps, and made color adjustments to maps and the font.
Version 0.04 was built on September 29, 2004, and released on October 2nd.
v0.04 added new maps and adjusted map colors, but also adjusted the fonts used in the "new menu" (likely referring to FC World's menu). It also reportedly fixed a lot of bugs.
This version is actually available to the public now, thanks to it being included on a Japanese magazine that distributed freeware titles. More information can be found at the bottom of the page.
Version 0.05 was completed on November 23, 2004, and released on the 26th.
v0.05 brought many important changes including four new effects and NASU. It also changed the behavior of vending machines, added text windows, and added animations to certain effects that lacked them before. (In v0.04, the Umbrella and Blonde Hair effects lacked 1-key actions).
The four effects added in this version were the Witch, Demon, Buyo Buyo, and Traffic Light effects, bringing the total number of effects to 24. There are no reports in the changelogs of the number of effects changing before or after this.
Version 0.06 was built on January 22, 2005, and released on the 29th.
This version made adjustments to NASU, added animations to certain effects, and made some music changes. It also notably introduced the "Adjusting Sound Levels" (or "Working...Please Wait..." in the fan translation) screen, which is intended to allow the game to silently play every sound effect in the game so they can be cached in memory before starting gameplay. This is done to help prevent stuttering from having to load the sound effects on slower computers.
Like v0.04, v0.06 was also included in a Japanese magazine that distributed freeware titles, so it is also available to the public once again. More information can be found at the bottom of the page.
Version 0.07 was completed on April 24, 2005 and released on the 29th.
The most notable change brought by this version was the ability to wake up with effects equipped. Like all other versions, new maps were added, and adjustments were made to existing maps.
Version 0.08 was completed on July 23, 2005, and released on the 30th.
Apart from this, the changelog reports the usual additions of maps, map adjustments, music changes, and bug fixes.
Version 0.09 was completed on December, 10 2005, and released on the 17th.
This would be the last version of Yume Nikki released until 2007. Apart from the usual changes and additions, it also changed how the cursor moves in certain menus. By this point in development, most of the content present in v0.10 had been implemented.
v0.09 has been dumped from a Japanese magazine as well, and is available to the public once again.
Version 0.10 was completed on September 17, 2007 (almost a two-year gap between v0.09), and was released on October 1st.
This version changed the 1-key action of the Knife effect, allowing Madotsuki to change which hand the knife is held in. In prior versions, the 1-key made Madotsuki stab the air, which did not kill NPCs. The Triangle Kerchief effect was also changed to make Madotsuki invisible to Toriningen, rather than just gradually turning her more transparent.
Neon World's layout was changed to have walls, rather than being a completely open area.
Yumesyuusei / Version 0.10aEdit
v0.10 was initially released with several bugs, which were mostly corrected in a patch KIKIYAMA pushed out shortly after on October 6th titled Yumesyuusei. The patched version of v0.10 is the most common rendition of the game, and is what the fan translations are based on.
To date, the final version of Yume Nikki is v0.10a, which released on February 10, 2012 on the Playism distribution platform. It is identical to the patched v0.10, aside from the title screen which changed the version number. According to the ReadMe files provided by Playism, KIKIYAMA actually built v0.10a the same day as the Yumesyuusei patch, however, the download link on their website was never replaced to host v0.10a.
Recovery of Version 0.04Edit
Currently the earliest version available to the public, version 0.04 of Yume Nikki was dumped on October 20th, 2018 by Gatobot of team #LaInvestigaciónYN. It was found on a magazine titled フリーウェア年鑑2005 (Freeware Almanac 2005).
This version was built on September 29th, 2004; almost three years prior to v0.10's build date of September 17, 2007.
Some of the unused content from v0.10 is used in this version, in addition to numerous other differences.
Perhaps the most interesting thing gleaned from this version were the hidden images cached in the Thumbs.db files, which offer a look at in-development graphics, and even provide some insight into ideas KIKIYAMA had for the game.
Recovery of Version 0.06Edit
Version 0.06 of Yume Nikki was dumped by Eloy and AshitaMinami, members of team #LaInvestigaciónYN, on July 25th, 2017. It was found on a disc included in the first volume of a magazine called フリーゲームstation! (FreeGameStation!) 
This version was built on January 22nd, 2005; almost four months after v0.04, and more than two years prior to version 0.10's date of September 17, 2007.
v0.06 is pretty similar to v0.04 in terms of design, but quite a bit has been added since then, making it an interesting in-between of Yume Nikki's early life and final version.
Recovery of Version 0.09Edit
#LaInvestigaciónYN released version 0.09 Yume Nikki on January 26th, 2019, having been found in a magazine titled フリーウェア年鑑 2006 (Freeware Almanac 2006), a newer edition of the same magazine that included v0.04. More accurately, an anonymous Japanese user who bought the magazine provided them a link to the included v0.09 and gave them permission to share it with the rest of the community. 
v0.09 was built on December 10th, 2005, and was the last version of Yume Nikki available until October 1st, 2007, when Kikiyama released version 0.10.
This version is overall very similar to v0.10, but there are still a number of differences.
Like v0.04, some images have been found in the some hidden images have been found cached in the Thumbs.db files: most notably, two scrapped rooms that would have been used in the White Desert!