1) The Cage. Did it house the spider? It's highly probable. So what was her father's goal in having it feast his daughter, if that was the goal in the first place?
2) The girl is also abnormal. A yandere in the works, and probably would've become one had she lived.
3) The spider ate her and took her form. Did it take her memories and emotions too? I presume so. Otherwise I find it quite strange for it to be attached to the MC despite having never met him. Or perhaps those dreams were "real" and the first encounter was the Air condition moment. Even in that moment, if the dreams were real, it would be the girl's memories.
What the hell IS this thing? The mystery deepens, and I'm all for it (except for the cliffhangers).