Nightmare
Middle English (denoting a female evil spirit thought to lie upon and suffocate sleepers): from night + Old English mære ‘incubus’.
wiktionary
From Middle English night-mare, from Old English *nihtmare, equivalent to night + mare(“evil spirit believed to afflict a sleeping person”). Cognate with Scots nichtmare and nichtmeer, Dutch nachtmerrie, Middle Low German nachtmār, German Nachtmahr.
etymonline
nightmare (n.)
c. 1300, "an evil female spirit afflicting men (or horses) in their sleep with a feeling of suffocation," compounded from night + mare (n.3) "goblin that causes nightmares, incubus." The meaning shifted mid-16c. from the incubus to the suffocating sensation it causes. Sense of "any bad dream" is recorded by 1829; that of "very distressing experience" is from 1831. Cognate with Middle Dutch nachtmare, German Nachtmahr. An Old English word for it was niht-genga.