Btw, KEIYA posted quite a nice analysis of the title of the opening on his blog. Of course he himself says that we have to wait for the lyrics to be certain, but so far all of the lyrics had something to say about the story.
Spoiler for Up to EP8:
The dream which Inanna saw
Inanna is a Sumerian goddess and means „Lady of the Heavens“.
She rules over love and harvest. She is the same as the goddess Ishtar.
She is famous for being a goddess who has no fixed companion and again and again abandoning her momentary husbands or lovers and is also not only known as the goddess of love and harvest, but also that of combat and of the heavenly body Venus. (World encyclopedia. Heibonsha: Ishtar)
The one who is unable to have one specific partner and whose heart sways between two men.
The girl who had to throw away one of those men, George or Battler.
Inanna is Beatrice, that is in other words Yasu who appears as Shannon.
On the one side she was worshipped as the source of sexual love, but also feared as a goddess who could bring about sexual failure in form of erectile disfuntions. This was also connected to gender identity disorders and it is believed that among her priests might have been people with gender identity disorder as well. (Wikipedia: Ishtar)
Lion: „I am often asked about my gender. That is why I respond this with regret. ...as what do you see me? Eh?!“
Will: „...In the 5th game you were depicted as a male. But in many games you were conceived as a female. ...In the 6th game, in which Ushiromiya Battler filled the role of gamemaster, there was the hint in form of the appearance of two demons which were of different sex but could not be differentiated.
...No, if you see it strictly, there have been hints from the very first game on.
...Your gender is one of the mysteries hidden from the outside of the games.“
The one who fell from a cliff and suffered a serious injury (which resulted in a body unable to love), Yasu.
The one whose gender remained ambigious until the end, Lion=Yasu.
The „witch“ [in Japanese 魔「女」: evil/demonic „woman“]. The „man“ from 19 years ago. The demons with different gender, Zepal and Furfur.
„The dream which Inanna saw“ is the unfullfilled dream which Yasu saw.
The dream of a place where all the love is realized and everybody becomes happy, the Golden Land.
The dream of a fool who could not even choose which man to love and entrusted everything to the roulette of fate.
Another funny fact I found out: The animal Inanna is usually associated with is the lion. She is also, while being the goddess of love, not the goddess of marriage, but rather that of extramarital sex. And being the goddess of combat, a battle with huge bloodshed and brutality is often said to have been described as "the dance of Inanna".