Man you are totally on the ball with this show in terms of being in the right mindset when watching it. No comment on any of the stuff in the spoiler area though. That one you will just need to find out for yourself.
Well, my current theory is that
the world of Okazaki and Nagisa is a dream of the lonely girl and the doll; their world was lonely, so they dreamed of a place where they could make friends and experience the love of a family. It was said that the doll coming to life was the result of the girl's wish, so perhaps this world is the result of a second wish