Lafra (Legend of the Legendary Heroes); via Ebra Crypt
Ginta Toramizu (Marchen Awakens Romance)
Snow and Koyuki (Marchen Awakens Romance); dream about each other's worlds
Mrs. Toramizu (Marchen Awakens Romance); formerly
Princess Celestia (My Little Pony Friendship Is Magic)
Demigods (Percy Jackson and the Olympians/Heroes of Olympus)
Steven Universe (Steven Universe)
Sonar Clione (Yumekui Merry)
Luigi (Mario & Luigi: Dream Team); the environment of his dreams change when his body or the real world are interfered with
Each time he goes to sleep, Ginta (Marchen Awakens Romance) dreams of events that are happening in an alternate world called MÄR Heaven.
Snow and Koyuki (Marchen Awakens Romance) can see each other's worlds when they fall asleep. So when Snow is asleep she sees Koyuki’s world, Earth through her eyes. Conversely when Koyuki falls asleep she sees Snow’s world MÄR Heaven through her eyes.
Just like her son Ginta, Mrs. Toramizu (Marchen Awakens Romance) used to also dream of events that occurred in the world of MÄR. However she blamed MÄR for her husband’s later disappearance and soon lost the ability to dream about the world.
Princess Celesta (My Little Pony: Friendship Is Magic), saw a vision of Tirek whp escaped from Tartarus and stealing magic from a male unicorn pony through her dream that currently happened.