I have to recommend Haibane Renmei, it's such a beautiful anime, combined with the lovely soundtrack, it creates a warm and surreal atmosphere that's almost dreamlike. As the story starts progressing in the later episodes, darker tones and themes start developing, which create a melancholic mood in addition to the rest.
The story, in short, is about dealing with guilt and seeking forgiveness. I fell in love with it the moment I heard the song used in the opening:
"Born from a cocoon in the village of Old Home, a young Haibane—a being with a halo and small gray wings—awakens to a world she does not understand without memories of her past. Named Rakka for the dream of falling she had while inside the cocoon, she soon becomes accustomed to life in the strange town. However, there are strict rules for the Haibane, such as being forbidden to leave the village or go near the walls surrounding it. These, along with mysterious disappearances of their kind on their "Day of Flight," begin to unsettle Rakka and the others since they know almost nothing about their own kind.
As Rakka and the other Haibane live their lives with no memories of the past, they try to break free from their former pain and ultimately find salvation."