It needs a second or third season.
Yumekui Merry as a series gives a very strong showing. It takes place in dreams where supernatural beings dubbed dream demons either help people reach their dreams in life, or form a more parasitic bond to take control of their lives. There is more than one antagonist and plenty of action to accompany them. There is also some real moral questions brought up when dealing with these dream creatures.
Merry herself is the exception, she comes from the dream world and is manifested as a real girl in ours. But she wants to go home. The main character on the other hand has the ability to see if people will have a bad dream, as well as if they have a monster attached to them. Together they confront these monsters in their journey to find a way to send her home. I won't spoil the story more than that. The series picks up and doesn't let you go even into the last episode. But if you are looking for some real solutions to questions that arise in this series, don't hold your breath. The series has enough energy to be a 24+ episode saga, but sadly it only received a short 13 episode run.
Hopefully, Merry gets greenlighted for a second season and beyond. It really needs it. The ending won't bug you as much Sacred Blacksmith's, but you will wish there had been more episodes. Still, its a great series, lot of potential. Enjoy it!