Number 1, and the most important: SAVE OFTEN. Chances are you're going to die a lot, and nothing is more draining than having to do the last 10 minutes over again. The game allows you to save anywhere, so use it to your advantage.
Second, remember that you have regenerating health. If you're in a bind, find a safe little nook, and stand there for a few seconds. This will help reduce the number of deaths, and make everything a lot safer.
Third, keep tabs on what ring you're wearing. Unlike in the other difficulties, you will find yourself constantly swapping out the rings to make certain areas tolerable. Also, remember that wearing the heal ring in an area where you regenerate health makes you gain health twice as fast, meaning less waiting around.
Fourth, buy a mirror and have one at all times in case of emergency.

Take note, this is not going to be an in-depth walkthrough, just a few tips to make Nightmare bareable to some extent.

1. Talk to everyone in Barbado Port, then talk to Slaff and ask all of the questions. Doing this gets you a free sword, and an achievement, should you not have have it. The sword makes the first part bareable, as it's money you don't have to get, and makes killing the monsters easier.
2. Head north of Minea, and defeat the goblins until you get 100 gold, and preferablly level 2.
3. Buy armor, and the shield, follow the story, blah blah. Optionally, pick up level 3 before entering Zepik Village.
4. Follow the story until you have to head up to the shrine. Here is hard part #1. You need to grind on the enemies here until you reach level 5. Doing this nets you a good amount of gold as well, so return to Minea, buy the Long Sword, Plate Armor, Middle Shield. Now, go to Pim's pawn, and keep declining his price until he lowers it. This nets you an achievement and allows for an easier time with money. If you have enough, buy the Sapphire Ring, and bring it to the one-eyed man at the pub. Doing so nets you a profit, so go back to the pawn shop and buy a wing and a mirror.

1. Head back to the shrine with your new gear in hand, it's time for the first boss fight!

Boss 1: Jenocres
With your equipment and level, this boss is an utter cake walk, but don't get too full of yourself. The fire does a lot of damage still, so caution is still advised. Hit him when there's a clear shot, and take your time. There's no rush.

2. After defeating Jenocres, proceed onward to rescuing Feena. To make your life easier, use the mirror until you get back to town. If it breaks, go buy a new one. Also, be sure to grab the shield ring from the locked chest in the first room, and the power ring from Mayor Robels.
3. Once you return to the shrine, take this time to grind carefully to level 7. You should be noticing a huge jump in difficulty now, and it's only going to get harder. Having the shield ring equipped is a must, as is remembering to save often. Once done, grab the silver shield and get ready for the next boss fight!

Boss 2: Nygtilger
Again, a fairly straight forward boss. The only difference between this version and the other difficulties is that he takes more hits to kill, and he does more damage. The exact same strategy works. You can easily beat him without taking a hit.

4. Once he's beaten, obtain the book, and wing out. Buy another wing, and continue on with the story.

Ah, yes. Everyone's favorite area. Hopefully by now, you've ♥♥♥♥♥♥ used to saving often, you're going to need to.

1. Return to Barbado Port, and talk to Slaff. This will get you another achievement and a Talwar.
2. Head to the mines as normal. On the first floor, there are a few things you need to do. One, collect the timer ring, and the silver armor (And the potion if you need it). Why the timer ring? Because at this point, enemies are difficult to attack because they're zipping around everywhere, the ring will slow them down to 'Normal' difficulty speed. Second thing you need to grind up to level 8. Again, save often as to not lose the experience gained.
3. Moving to the second floor, collect the harmonica, the heal ring, and the seed. Once done, wing out.
4. To make life easier, return the harmonica to Reah and eat the seed. Go to one of the Roda trees and collect the Silver Sword. Save and return to the mines.
5. Back on floor 2, grind on enemies until you reach lvl 9. Down to the next floor.
6. Here, grab the Darm Key (And the potion again if you need it), and grind until level 10. Hooray! Maximum level! Head to the boss room, and now time for one of the most obnoxious bosses in gaming history.

Boss 3: Vagullion
I don't have a strategy. Good luck.

Just kidding, turns out there's a simple way to minimize damage against this obnoxious bat. Whenever he reforms, after hitting him, run as far away as you can from him, but stay on the same level as him, i.e. if he's on the top on the room, you need to be up there, too. What this does is forces his bats to stay more on that side instead of spreading out over a wider area. Once this is accomplished, you can slip around the swarm and let him chase you like normal. Just be patient, and keep a cool head and you'll do fine. However, saving before touching the chest isn't a bad idea.

7. Once he's defeated, grab the book, explore the other room if you wish, and wing out. Buy the Reflex and the Large Shield. Follow the story as normal.

Before anyone questions why I say buy the Reflex and the Large shield when you get them for free in here, it's because it lessens the chances of dying sooner.

1. Woo! In the tower! Proceed as normal. Considering you don't need experience or money anymore, it's safe to avoid all the enemies. As such, I'm not going to give help for most of this. By now, you're fully aware that enemies do a lot of damage, and that saving is a must. Remember your rings, and the mirror if needed. Remember to grab the Evil Ring as early as possible to prevent a long trip back. With that, let's cover the boss fights. REMEMBER TO SAVE BEFORE THEM!!!

Boss 4: Pictimos
Okay, so if any boss got a steroid injection, it's him. His blades do crazy amounts of damage. This is the boss that really defines 'Patience is a virtue'. He can only have 3 blades out at a time, which glow orange if they're moving away from him. If you only see two blades, do NOT go in for an attack as it will get you killed. A simple strategy is to stand as far away as possible, dodging the blades, and when the third one is thrown, run in for an attack. It's a slow method, but it works.

Boss 5: Khonsclard
I'm..... not entirely sure about this boss. I feel the method I've used to kill it is incorrect as it just seems silly. In a nutshell, the blue orb is the weak point. Run straight into it, and follow its rotation until either you or it dies. There's a sweet spot that allows you to not take damage, but you still damage the boss. It might take several attempts to find it, but that's all I can really say.

Boss 6: Yog and Omu
Immediately as the fight starts, run down to avoid a cheap hit. This fight isn't any different than the other difficulties, aside from the usual "Deals more damage, takes more hits." This is another boss where your patience is rewarded. Stick to one side, and carefully poke at the gold one whenever you feel you can do so safely.

Final Boss: Dark Fact
Probably the reason most people clicked on this guide, Dark Fact seems entirely luck-based, with his wonky hit box and random fireballs. However, there is a method to the madness, and a way to make the boss a good bit easier. Rule 1, do not chase him around. Doing so can cause a terrible floor layout which can get you stuck or insta-killed. Instead, stick to one side, the left is prefered, and hit him over there when you can. If he's on the right side, switch your attention to dodging the fireballs. They always spilt in the same 8 directions. Once he's at half health, feel free to move to the right and hit him over there. Granted, this isn't a 100% method, so a few tries may be required. Remember to keep a cool head throughout this fight. A frustrated mind can blind one's hands, as it were. Once beaten, the achievement will pop up. Conga rats! You've done it!

It is completely possible to earn all but two achievements in one Nightmare mode playthrough. However, I don't recommend it as grinding enemies for their data can prove to be difficult, as well as leveling up Feena. For an achievement run, I recommend Easy or Normal.

Healing potions aren't much more useful in this mode than in the others. The mirror, however, is way more useful, as it make traversing in some areas a breeze.

The Timer ring sees more use in the mode than any other, as slowing down enemies also makes things safer.

The shrine can be done without the upgraded equipment, but it's easier with it.

That's everything, ladies and gentleman. Hope this guide helps you all. ʕ •ᴥ•ʔ