"Is it time for you to visit the world of dreams? "
After awakening from the Nightmare Hour, the members of S.E.E.S often do not remember anything of what happened during it, or simply rationalize it as a dream and nothing more. Later in the story after defeating Arche-Penthesilea, the characters start to notice that something is amiss once they realize that they had all had the same dream.
Some members, such as Yukari Takeba deny the possibility of the Nightmare Hour, while others choose not to draw conclusions until they fully understand the phenomena. As they defeat more of the Arche personas, the team accepts that the Nightmare Hour is real, and they continue to traverse it to understand it further and escape into normality.