The story is set on an island separated from the rest of the world, on which evolution has taken a different course. "The Nightmare" resembles Edgar Rice Burroughs' The Land That Time Forgot, which was published a year later. While Bennett had submitted "The Nightmare" under her own name, she had asked to use a pseudonym, Jean Vail, if it was published. The magazine's editor instead chose to use Francis Stevens, which she stuck to for rest of her writings as well. Excerpt: "I never met a burglar, but if I ever should it would be embarrassing to point a pistol at him and not be able to fire it off. I admire the heroes of burglar stories. They're always such efficient people."
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