According to medieval and early modern European folklore, a nightmare (or simply mare)[a] was a supernatural creature believed to cause bad dreams. In Germany, mares (Mahre) were conflated with elves (see Alp).
Design
Nightmare's first design, illustrated by Kazuma Kaneko, is that of a young child with sickly blue skin wielding a large knife. It has a blonde bowl cut and glowing red eyes, wearing a white shirt, overalls, and slippers. This design could be in reference to Gage Creed, a character from Stephen King's 1983 horror novel Pet Sematary, who has a similar appearance.
In the Devil Children series, Nightmare is a child whose face is obscured by a purple horse mask, but its evil grin is visible. It wears a dark blue hoodie with an upside -down star on the front, and long yellow-striped sleeves. It also has small demon wings and a horse's tail.
Origin: Western Europe Demons which inflict nightmares on people. Since mares are female horses, they are depicted as black horses of the night. They're phantasmagoric monsters which instill fear in one's dreams.
とてもおそろしい 夢を 見せて 相手の力を うばうと言われる 大きな馬の 姿の デビルTranslation: A Devil in the form of a large horse said to show very horrible dreams and steal others' power.