Waking up from a nightmare, even as an adult, can be a deeply unsettling experience. It often takes me a minute or two to feel grounded in reality again after a bad dream. If you suffer from nightmares too, the origin of the word nightmare won't be much of a comfort.
The word nightmare comes from the Old English word mare. This isn't referring to a female horse, like you may think, but instead a demon or goblin-like creature who causes scary dreams in its victims. In this painting by Henry Fuseli from 1781, we see a naughty mare interfering with a woman's beauty sleep.
There is a horse in the image too, though, which seems to be a play on the double meaning of the word mare.