Clever Siliconera readers recognized the main character of Catherine because he’s in Shin Megami Tensei: Persona 3 Portable! The female protagonist runs into Vincent who mentions his “problems”, more specifically nightmares.
Vincent, a 32 year old salaryman lacking ambition, is charmed by Catherine, a 22 year old mysterious beauty. At night, Vincent is plagued by nightmares where he climbs a never ending staircase. He can wake up if he reaches the top, but it appears there is a connection between the dream world and the real world.
There’s a rumor that if you fall in the dream you die in real life. The same page shows a screenshot with a newscaster reporting on the death of a young man. This screenshot has English text that with Japanese subtitles on top. In an interview with Famitsu, character artist Shigenori Soejima says the game raw terror and some scenes are intended to startle adults.
Catherine, according to a fold out poster of the girl eating a pizza, is coming to Xbox 360 and PlayStation in “2010 winter.” The official website is: https://cathy.atlus.co.jp/.
Thanks for pointing out the connection SpaceDrake and Pesmerga00.