A nightmare was a bad dream.
In his childhood, the First Doctor bore witness to an old woman dying. Her corpse was wrapped in white robes with the heat attracting flies. The ghoulish sight gave the Doctor nightmares for years, even being used to haunt him several incarnations later. (TV: Heaven Sent) Their later impression of the shapeshifting Yend on Wengrol "was like all the nightmares ever experienced." (PROSE: The Sons of the Crab)
In the last days of the Last Great Time War, when Rassilon briefly moved Gallifrey to Earth's coordinates on Christmas 2010, every human experienced nightmares of the Master's return, but all of them, save Wilfred Mott, forgot the next morning. (TV: The End of Time)
After the Eternal Rakaya had been trapped, her lover Zellin fed her a diet of human nightmares to keep her sane. After she'd been freed, the two went to Earth to feed on the planet's nightmares only for the Thirteenth Doctor to lock them both in Rakaya's former prison, leaving them to be tormented by the nightmares they'd once fed on. (TV: Can You Hear Me?)
The Nightmare Man, a Vishklar from the Seretti dimension, terrorised humans in their nightmares before he was defeated by Sarah Jane Smith who trapped him in a nightmare of his own. (TV: The Nightmare Man)