Text-Mode Nights! Nice work! Very interesting medium to use!
But if you're looking for lore you aren't really gonna get it by playing the games.
The lore was in the original games' manual as the point of the games is the main human protagonists finding themselves and whatnot.
The biggest lore is that the main antagonist Wizeman used to be/is a human without ideya, the glowing orbs that the humans have. So Wizeman starts creating Nightmaren to steal peoples ideya to be able to rule the dream world, one of those Nightmaren is NiGHTS but they didn't like being bossed around so they betrayed Wizeman to help the human dreamers. And that's kind of it. The worlds are just a backdrop for the human characters to be able to discover themselves as the dream worlds they go to are manifestations of their own soul/mind.
Quick NiGHTS sketches 
