Not sure about the playstation game... but there's a game called yume nikki that sounds similiar to what you're talking about.
Yume Nikki is a game where you play as a little girl, and venture into her dreams(these are no ordinary little girl dreams.). The story of the game from what I have heard is the main character "Madatsuki" is a girl who has a mental illness and is not able to leave her apartment. She decides to keep a dream diary to pass the time, since she has been dreaming extremely creepy stuff for a while. although she does have access to a little balcony. In the game the main goal is too find the 25 abilities the yume can gain in her dreams, and once you gain all 25 place them in the door room. To play the game as Nikki go to your bed and go to sleep, when you go to sleep you wake up outside on your balcony, and then you go into your room then into your closet. Inside there is the door room. Each door is a portal to a different part of Yumi's dream world.
http://db.tigsource.com/games/yume-nikki
Another weird PlayStation game.. there's a few.. I can't remember the name of one of them, but you uploaded pictures of yourself to your playstation memory card and the game would generate levels with your pictures as the textures of the levels and shit.
And Incredible Crisis is one of the weirdest but most fun games ever...
http://en.wikipedia.org/wiki/Incredible_Crisis