"A nightmare by its nature inspires fear. Including fears of pain and death. But all dreams are mutable, and only dreams in the end."

Well, perhaps they could leave psychological scars, but that's a whole other matter!

"And of course, like all things so far in this place, this too is... half-formed, so to speak. Probably combined with something else, as well. But as long as one doesn't permit the nightmare's machinations to get to them, it's harmless."