The lore of Klonoa is kinda vague about why there's numerous worlds and how one travels between them; are they LITERAL dreams? Is there more than one Dream Traveler? Doesn't help that there are so few games.

Here's my own idea of some things; The Cat-eyed Klonoa from the early games and the one we see in every game after are two different Klonoas, like how there are multiple Sonics; And I'm kinda in love with the unused designs they've had over the years: https://pbs.twimg.com/media/D-KyhqY.....N4IW.jpg:large
So... I came up with two more Klonoas that have their own adventures. Bandanna Klo and Stud Klo (err, because of all the 'studs' on his outfit!) Maybe they could all meet sometime, maybe all dream travelers are Klonoa, or he's just a specific "model". A mass produced being to protect the dream worlds. (there is the fact that there's even a robot design for him, so who knows!)