nightmare (n.)
A nightmare is a bad dream. The mare in it is the Old English mære, a creature that came at night and sat on the chest of a sleeper. The horse is a different word.
The sleeper would wake unable to move, with a weight on the chest and no breath to call out. The creature was the explanation.
People stopped believing in it and kept the word. The Dutch still say nachtmerrie, and the Germans had Mahr.
It was a nightmare.