No, this is not a "glitch," it is a random event. Sometimes it seems there is a tiny percent chance that your head will be turned to the side. The graphics of Madotsuki walking with her head turned are present in the CharSet just like all the ones of her walking when using different effects, so it is clearly intentional. I do not believe any specific events cause this to happen. It has happened to me only once, when I was waking up and travelling to the highway repeatedly to test something. It has happened to other people when they have done completely different things. I am convinced it is completely random.
This page owned and maintained by C. "Sparky" Read. Yume Nikki was created by Kikiyama who will probably never know this page exists.