A nightmare was a bad dream.
The Doctor's first impression of the shapeshifting Yend on Wengrol "was like all the nightmares ever experienced." (PROSE: The Sons of the Crab)
Tegan Jovanka had recurring nightmares after her mother took her to a corroboree as a child. (AUDIO: Psychodrome)
Liz Shaw had nightmares about a fallen door at the graveyard where her grandmother was buried. (HOMEVID: The Devil of Winterborne)