She's having fun with her family, but then it's revealed that her family is dead and that she's seeing dead people. Kodokueajy confirmed for M. Knight Shyamalan.
Reimu thinks that there is a Reimu without a Mister Ribbon and two Marisas without a Mister Hat somewhere. Yukkuri without a mister ribbon or mister hat are very uneasy and would make a liddle one cry.
kurutto-kun said: The cube killed komarisa and that orange thing killed the parents. I don't think the butterfly did it but we're talking about yukkuri so...
It's definitely Mister Butterfly. Ever heard of the Butterfly Effect? It's always the little, seemingly unrelated things, that will get everyone in the end.