this show is based on one of the first light novels to be written. It's about this mysterious entity, Boogiepop, that appears to fight the enemies of the world, but it's done in a rather roundabout way.
Basically this isn't your typical anime. not by a longshot. I personally barely made it past the first episode. By the end of the show though I was on cloud 9.
It's made by Madhouse. Check it out on Crunchyroll.