Nightmare lives in an old ruined mining town, a large monster that patrols its limits at night and sleeps within the cool mining shafts during the day.  The locals believe the land is cursed by dark spirits that remained chained to the foreboding town and that Nightmare is a physical manifestation of that energy.  In reality, he's a brutish, stubborn beast who gets a kick out of terrifying passerbys and is more of a homebody than an adventurer.  His handler comes by on occasion to check up on him.