Satougashi no Dangan wa Uchinukenai: A Lollypop or A Bullet(2007)

Yamada Nagisa is a bored teenager who finds everyday life extremely unappealing: thus her plans to join a military academy as soon she graduates. On the last term of middle school, a strange girl named Mokuzu Umino, who claims to be a mermaid, transfers into Nagisa's class and, much to her bewilderment, begins to follow her around incessantly.

An annoyed and discomfited Nagisa initially strives to avoid these encounters, but then she begins to catch glimpses of the pain...