The Nightmares are a group of "proxies" controlled by Slenderman. 1AmTh3H3ll10n tells Never that she should try to contact the leader, Santana. The members are Santana, Soul, Falcon, Wraith, and Beta.
The apparent leader of the Nightmares. It is suggested by 1AmTh3H3ll10n that Never attempt to contact him for answers, though he proves to be more of a threat to the cause than it seemed.
The only remaining female member of the Nightmares after Soul is "executed". Little is known about her, but her title suggests that she is a highly respected member of the Nightmares.
One of the only two known female members of the Nightmares. Never refers to her as the "rogue" or the "rogue goddess" due to her constant attempts to warn Never against certain actions or people. It is assumed that she is Silver's sister that disappeared, but other theories as to her identity have been offered up as well. She is later caught and supposedly executed by Santana.
He is the "messenger" for the Nightmares. He seems to be a neutral party, rarely interacting with either side except for delivering messages. It is speculated that he only serves as a Nightmare so that he is kept alive.
A more elusive member of the Nightmares. In return for correctly answering one of his riddles, he will offer a piece of information to Never to help her find her answers, though he also warns that the answers may not be what she expects. He appears to be on Never's side, but he also appears to be hiding something from her.
None of their goals are known for certain as of right now.
The Nightmares are controlled by Slenderman, though Santana seems to be the leader of the group.