[relentlessflame]

Originally Posted by Yipo

I never Played the Game, Only watched the anime.....
still kinda Confus about Ayu

I only watched the anime also.

Spoiler:

For some reason, in this anime, there is a power that makes miracles happen. That is how come Makoto could become human, how Mai is fighting with demons, and that is also why, even though Ayu is in a coma, she can walk around in the real world. As you know, Ayu had been in a coma ever since the time she fell out of that tree so many years back (the last time when Yuuichi was there). Ever since that time she has had the power to walk around in the real world, reliving a simple life, waiting for the day when Yuuichi would return to fulfill his promise.

As she interacts with Yuuichi, though, she begins to dig deeper into her memories and her past, and begins to discover, little by little, that something isn't right, hence she begins "looking for something". This finally comes to a head when they go to the spot where she thought her school was, only to discover that it wasn't there, and they remembered her accident. It was then that she realized that she wasn't really alive - that this was, in a sense, all her dream. (This is a sort of universal story convention. In North American comics, the character doesn't fall off a cliff until they look down. In this anime, she can only stay in her dream as long as she believes in it. Once she realizes that she's dead, she can't manifest in physical form any more.)

Yuuichi believes that she is gone forever, until the very end when Nayuki discovers Ayu at the hospital. Once they're re-united, Ayu is able to come out of the coma, remembers all that has happened, and they are able to begin their true future together.

I hope that makes a bit more sense for you. There's a lot more to be said, of course, but I'm doing this all by memory, and it's been a while since I've watched this show. Perhaps others can add more clarification or corrections. As Loki_Sama said, it's basically that her spririt is able to walk around in the real world, even though her real body can't.