We're All Going to the World's Fair

Casey, a lonely teenage girl living with her single father, records herself taking the viral "World's Fair Challenge". She states "I want to go to the World's Fair" three times, pricks her finger, smears her blood on her laptop computer screen, and watches a strobe light video, before saying she will post updates if she starts to notice any "changes" and posts the video publicly.
Other World's Fair challengers record and post their own psychological and physical changes while engaging with viewers. In a video, Casey recounts bouts of sleepwalking she experienced when she was younger and says she has begun feeling similarly since taking the challenge. Late one night, she sneaks into her shed and finds her father's shotgun. She watches an ASMR video of a young woman calming someone after a nightmare before a video made to her from user "JLB" plays, featuring Casey's distorted face along with the messages "YOU ARE IN TROUBLE" and "I NEED TO TALK TO YOU."
Casey reaches out to JLB, a collaborator with other World's Fair challengers, and speaks with him over Skype, though he keeps his camera off. JLB claims to worry about the symptoms she has reported, and encourages her to keep making videos so he can monitor her well-being. JLB is revealed to be an equally lonely middle-aged man who spends his time watching other people's World's Fair videos.
JLB watches a video Casey recorded of herself sleeping, during which she pulls herself out of bed with a menacing smile. JLB informs her that the forces behind the World's Fair are taking her over, and that she should continue posting. The content of Casey's videos becomes increasingly disturbing - she inexplicably screams in terror while recording herself singing and dancing, announces her intention to use her father's gun to kill either him or herself, and ominously states that she will one day "disappear" and nobody will ever figure out what has happened to her.
In her next video, she covers her face and arms in UV reactive paint and tears apart the stuffed animal she has slept with since she was a newborn. She then appears to come to her senses and tearfully expresses regret when she sees the ruined toy. In her next conversation with JLB, she discusses strange loop theory and her sense that the world has always been false. JLB says they need to "go out of game" so he can ask a serious question, surprising Casey. He says he is worried about her and admits he has considered calling the police to do a wellness check on her. Casey angrily asserts that her videos were not real, she was only playing along with the challenge, and Casey is not even her real name. She accuses him of having a pedophilic attraction to her and demands he cease contacting her, while he tries in vain to convince her to continue making videos.
Some time later, JLB recounts having been contacted by Casey a year after their previous exchange, whereupon she apologized and said she had spent time in an assisted care facility. They exchanged real names and eventually met up in New York City, where she was participating in a theater program. Casey claimed that on the night she cut contact with JLB, she was almost transported to the World's Fair, but something pulled her back. It is unclear whether or not this meeting actually occurred.