The diclonius, otherwise known as a two-horned human, are mutants of the human species, may well be the next step in human evolution. The diclonius have horns and strong telekinetic powers represented by "arms". However with this great power, they can easily destroy the human race. Fearful of their power, humans quarantined the diclonius into secret research facilities to study. However, in a freak accident, a enraged female diclonius escaped, killing many guards in the process. Interesting enough, the female escapee appears to have suffered amnesia after her escape and floated to Yuigahama of Kamakura city. There, she meets two people named Kouta and Yuka, who name the female diclonius "Nyuu", and decide that they all should live together.
Description taken from http://anidb.info/perl-bin/animedb.pl?show=anime&aid=1544