Hello Everyone! I can see that most of you are confused about the ending. Seeing that I, myself, do not enjoy endings like these (though it really makes you think), I'll explain the ending in a more intricate detail. Hopefully it will help? Haha. 

  From Behind the Castle Walls up to My Castle Walls, this wasn't a dream. It all happened. Just that you don't remember any of it.    As mentioned in chapter 98, your heart and Kai's heart, is connected together.    He was your fate, and you were his destiny. Kai had thought that the claw did not kill him because he was immortal; but that wasn't the case. It did not kill him because you, being his other half, shared half his pain. What was meant to kill Kai, instead killed... your memory. As you can see, in both eras, two different witches attempted to kill you, and failed. Instead, each murder attempt brought you back one step closer to your real home. To put it bluntly, you were immortal. Just like your parents. If you had truly died, Kai would know. Kai would feel it in his bones because he too, would have died.    As for your peanut allergies, although it often left you unconscious or clogged up your throat, you would never die! (Though you had no idea about that since if you tried, that would be called suicide! Even if you wouldn't die. Lol!)    Anyway, the moment you and Kai had kissed, that was the moment of declaration of eternal love between you two. That was when, not only your memory, but the