[@Invader Len]

Yup she brings your character to the back room in the casino. There you go through the hallway. And find your door. At this moment, all the other characters are either in the nightmare room, the maze of memories, or at the archway. 

From your question, you want your character to begin at entering the nightmare room? That works for me. The bare minimum experience points you would have by that point would be 11. (10 to get Evette's 'follow me' message and 11 to follow her to the casino and start the quest.)

Your character will therefore start with 11 exp points and have 13 after your first post, because all quest posts are double points.

Let me know if I'm wrong, if you'd like to start at any other point.