The Rogue Nation of First Nightmare is a colossal, environmentally stunning nation, ruled by Scream with an iron fist, and renowned for its frequent executions, zero percent divorce rate, and irreverence towards religion. The hard-nosed, cynical, humorless population of 6.275 billion Nightmareans are ruled without fear or favor by a psychotic dictator, who outlaws just about everything and refers to the populace as "my little playthings."

The enormous, corrupt, moralistic, socially-minded, well-organized government is primarily concerned with Defense, with Education, Industry, and Healthcare also on the agenda, while International Aid receives no funds. It meets to discuss matters of state in the capital city of The Lair. The average income tax rate is 78.8%, and even higher for the wealthy.

The very strong First Nightmarean economy, worth 493 trillion heads a year, is driven entirely by a combination of government and state-owned industry, with private enterprise illegal. However, for those in the know, there is a large, well-organized, highly specialized black market in Arms Manufacturing, Information Technology, and Tourism. The private sector mostly consists of enterprising ten-year-olds selling lemonade on the sidewalk, but the government is looking at stamping this out. Average income is 78,567 heads, and distributed extremely evenly, with little difference between the richest and poorest citizens.

Reporters sent to cover suspected UFO visits come back with stories about quilting bees, prisoners pray grey skies are gonna clear up, stews often contain used tissues and pocket fluff, and a large concrete wall is being built around the country's borders. Crime, especially youth-related, is totally unknown, thanks to a well-funded police force and progressive social policies in education and welfare. First Nightmare's national animal is the Mutant, which frolics freely in the nation's many lush forests.

First Nightmare is ranked 41,901^st in the world and 827^th in the Rejected Realms for Most Valuable International Artwork, with zero Bank.