Odd Utena cosplay dream

In the dream, my sister, some of her friends, one of my old friends from high school, and I were constantly doing some Utena cosplay (me as Utena, the others as characters that didn't actually exist). It was like we were putting on an improv play and preparing to be characters all of the time.

The situations were goofy, though. Some kinda fat and round floating spirit of pubescence pestering our train. A curious museum with a pool that had underwater stores (where we shopped for clothes fitting our characters, I recall having a hard time finding any). Stuff like that. Amusingly enough, there was an "Utena saving a girl from drowning" scene. (Mirroring something in the show without any similarities to it.)