Mima really named Yoko? Being shut in a box? o_O I don’t remember that part. Maybe you watched a sub and it had some complex Japanese metaphor in its translation or something? >.>’
The Perfect Blue I remember - Mima, tired of being a third-rate Japanese pop idol, wants to be taken more seriously and turns to acting (and other dubious things later on cough nude photography).
Mr Me-Mania and Rumi are indeed real. Rumi, one of her agents, is dead-set against her being anything but Mima the popstar. So, once she starts acting out rape scenes and stuff, Rumi gets extremely upset and tries to be Mima herself (this is evident in the last ‘fight’ scene, where she’s made a replica Mima room and dresses up as Mima The Pop Idol to chase and try and kill off the ‘tainted’ Mima). Most of the murders you see ‘Mima’ commit, are in fact committed by Rumi - we see Rumi during those scenes as she sees herself (as Mima).
Me-Mania is also real - an obsessed fan, he sees Mima the Pop Idol as perfect, and is furious when she turns actress. He collaborates with Rumi, obviously because they’re both pyschotically obsessed with Mima the Pop Idol. The scenes in his bedroom, with a ghostly Idol-Mima hovering over his shoulder, might be Rumi visiting him.
Everyone who dies has somehow ‘tainted’ Mima (the show writer for putting her in the rape scene, Mima’s male agent for allowing her to be put in it etc.), and it’s Rumi and Me-Mania’s grudge that prompts them to kill anyone who is ‘tainting’ her.
A lot of the more inexplainable scenes can be put down to Mima’s growing stress, paranoia and doubts and concerns about her change of career and identity. The Idol-Mima jumping across street lamps for example - obviously, Rumi couldn’t do that 
But in the final scenes when Rumi is chasing Mima, you see the ghostly Idol-Mima who Rumi THINKS she is, and her real reflection in shop windows as she’s running, as the real Rumi.
Now, I have NO idea whatsoever if any of that made sense. It’s not exactly a straightforward movie, and it’s meant to be very disorientating. That’s part of it’s charm as a stalker flick X3 But I’ll clarify further if you’ve other questions ^^
EDIT: Some other thoughts I missed when I was typing that monster out:
Yoko was the character she played in the drama, I remember now ^^ Mima’s identity crisis crossed over a lot with her character’s issues and that causes a LOT of the confusion in some of the scenes. At the end where she’s in the room being interviewed, and the other two actors are discussing her, they’re still in-drama. They’re still acting, and talking about Mima’s character. It’s an extremely disconcerting scene, because you have to unravel a lot of layers to get to the reality in it all.
Rumi ‘made her’ who she was today simply by, inadvertently, clarifying who Mima really was. Mima’s identity crisis stemmed from her uncertainty in abandoning her ‘safe’ pop idol identity for a darker, more serious actress role. Rumi and Me-Mania’s machinations obviously didn’t help her make the change in this respect, serving to confuse her identity entirely. But afterwards, with that conflict there and gone, she was able to realise that she could hack the actress path and that it was what she wanted. I guess it’s kinda open to interpretation.