The headphones effect is found in the neon world by talking to the npc pictured. Sabitsuki wears a pair of headphones that plays music when the action button is pressed.
Once you enter Neon World, go north. As you're going north, you'll see a red box with multiple-coloured musical signs. When you see them, go towards them. You'll see the NPC depicted in the picture above. Click on it.
- When the action button is pressed, Sabitsuki plays three notes in succession. This is similar to the flute effect in Yume Nikki.
- The effect is ヘシドフオ ン in Japanese.
- One theory has it that Sabitsuki has a fondness of music.