She was haunted by a nightmare, which came to life, since her parents were super strict. The overwhelming negative emotions made the Nightmare called "Deemo" come to life. And ever since, Bijou was haunted by this Nightmare. Yume, Bijou's love interest, tried to hunt the nightmare down. But in the end, Deemo was able to cause a heavy emotional breakdown for Bijou, resulting in consuming her soul. And so, Bijou died.