Purimu no Nikki

A guy dreams that he's a having sex with what appears to be a beautiful cosplayer. He reads the name on her choker, "Purimu", and she calls him her master. He wakes up and finds out the dream was real. He runs away from her, thinking that she's a prostitute trying to find a new customer and will have him killed later. After that, he has sex with her on a rooftop and discovers she's not human- she's a succubus (pleasure demon).

(Source: MU)