Looking for an Anime showFollow

So the other day, I was reminded of an anime that I've seen a few episodes of and wanted to finish. Unfortunately, I've forgotten the title of the show and only remember the premise of it. I don't remember how old it is, but it isn't recent (at least 5+ years old, I would think).

The concept is about about a woman that gets transported to a new world. By day she's a woman and by night she's a man and a different person. Being from a different world, she has a special power that she is unable to properly control at first. At first, she doesn't remember her past, but slowly remembers what's going on. I think there was also some mecha in this anime. The world this takes place in is more fantasy and magic than a real world.

Does anyone know this show? or does it sound like I am just making something up?

I believe you are correct, thanks for the quick response.