Haibane Renmei

A girl dreams she is falling, and semi-angelic beings discover a large cocoon in their home. The girl wakes up inside this cocoon and breaks out of it. The winged people introduce themselves as Haibane, name her "Rakka," and give her a forged halo. One of them, Reki, stays with her as ash-grey, feathered wings grow from her back in a painful way.