I realize that the following will sound like desperate denial, but then again, I don't believe Kikiyama intended Yume Nikki to be interpreted in a wholly negative way. Its complete openness makes up a large part of its charm.
Basically, I like to think that despite all the apparently depressing elements there's also something positive to be seen. These thoughts were inspired by the surprising amount of happy or optimistic fan art, which is legitimate in my opinion because literally everything about Yume Nikki is fan-driven, right down to the character names. My point is that the admittedly creepy scenery doesn't have to be interpreted in some disturbing psychoanalytical way.
Just because Madotsuki dreams of scary stuff doesn't mean that her subconscious is trying to torment her and make her relive some supposed trauma or mental issue. Maybe she's just a really morbid, but ultimately normal girl whose reclusiveness doesn't automatically connect to a plethora of horrible experiences. A girl whose dream world is simply centered around thrilling escapism. In fact, the only openly negative element may be the Toriningen, who banish her to small closed-off areas, obstructing her journey through her imagination. A journey to collect effects which give her all sorts of cool powers and appearances.
Now, explaining her apparent suicide in this context is gonna get metaphysical. I mainly support this theory by the unexplainable appearance of the staircase on Madotsuki's balcony. I think this means that by collecting the effects, Madotsuki has somehow established a connection between her dream world and reality. If, according to my theory, Madotsuki doesn't really have any suicidal tendencies, the jump off her balcony may simply be an ultimately non-lethal, final step in allowing her dreams into the real world, shown by the presence of the two bell-creatures during the credits. Perhaps her "death" may only go so far as to her vanishing from reality, but continuing to exist in her dream world, however real it may have become, but I like to think that it's the other way around and her dream-creatures can now exist in reality (perhaps only to be perceived by Madotsuki alone). If she didn't suffer any consequences, there of course remains the ominous blood splatter, but bear with me here (in fact, the blood is humourously explained away by the pic I posted above, which also shows a possible way how she survives the fall).
Comment too long. Click here
to view the full text.