All of them offer different explanations for what exactly Haruhi is and what she did three years ago, as well as giving different explanations of their origins. Those are the espers, time travelers, and aliens. There are three important factions interested in Haruhi from the beginning in Haruhi Suzumiya.Madoka couldn't hear it, so she contracted anyway and turned into a witch almost immediately after making said contract, explaining why the dream ended at that moment. She was trying to tell Madoka not to listen to Kyubey, who was tricking her into becoming an overpowered witch so he could collect a huge dose of energy. Near the end of the series, the audience sees the same event from Homura's perspective and learns that it happened in the past, not the future, and Homura wasn't crying for help. She sees Homura struggling against a powerful witch and crying out for help, Kyubey tells her she could save Homura by becoming a Magical Girl, and she wakes up on the verge of deciding to do so. The prophetic dream at the beginning of Puella Magi Madoka Magica is from Madoka's point of view.
Kaoruko's view of the events reveals that Aimi's always been a bit self-centered, even as a kid. Aimi's view of the events is centered around her and filled with romantic clichés.
Basically, it's a cast full of Unreliable Narrators. Sometimes the work provides no definitive answer as to what actually happened. The author invites the audience to hear them all out and then compare and contrast these divergent points of view. It shows that two or more people can view the same event quite differently. A Rashomon-Style story is where the same event is recounted by several characters, and the stories differ in ways that are impossible to reconcile.