In both anime our main charachters go into other peoples dreams/nightmares to help/fight to prevent the consequences/damage that they can do to themselves or other people around them. Yume Tsukai is almost episodic anime so not much cliffhanger situations or such, and it lacks the psychological part that Paprika has.
Both are essentially aimed at children, though it is still deep enough for adults to enjoy (they are both better, in my experience, than other anime which was meant to be directed at adults). They both have the same feel, there cute characters haveto solve supernatural mysteries which appear in normal life. Generally episodically solving it by the end. Don't be fooled, there are serious character development and good plots along with some humour and mostly fun.
both the anime yume tsukai and the anime Yoshinaga-san`chi no Gargoyle has an interesting story both have involment with the story of the supernatural and explainable and plus two of the of seiyuu of both anime has also voice in the anime magical girl lyrical nanoha series
both anime series have characters will supernatural powers they also have different types of weapon.also both anime have the characters helping other people,so for those anime fans who like characters with powers this anime for you and this anime is also those who like the main characters are compose of group