Mr. Gimmick(1992)

A young girl receives a doll named Yumetarou (ゆめたろー) for a birthday present. She quickly favors the new doll over her previous five toys, who felt abandoned and unloved. While she was sleeping, they suddenly came to life and took her to another dimension. Yumetarou, as the protagonist, must track down his new owner and retrieve her from the toys' world.