Yuuka is a youkai. She was the one behind the events of Lotus Land Story, where she sent youkai to destroy the Hakurei Shrine because she had "spare time". As she was suddenly challenged to fight, she showed up in PJs. She appeared in a more conventional outfit after.
In Mystic Square, her title was "Youkai" (Orange, the first boss of Lotus Land Story, shares this title). There was an incident caused by Makai, and Yuuka had free time, so she went to Makai to play.
[Touhou, PC-98 Touhou]