The Rogue Nation of First Nightmare is a colossal, orderly nation, ruled by Scream with an iron fist, and remarkable for its teetotalling pirates, ritual sacrifices, and ubiquitous missile silos. The hard-nosed, cynical, humorless population of 7.585 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 Industry, Environment, and Education also on the agenda, while International Aid isn't funded at all. It meets to discuss matters of state in the capital city of The Lair. The average income tax rate is 80.8%, and even higher for the wealthy.

The thriving First Nightmarean economy, worth 603 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 79,499 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 289,269^th in the world and 198^th in Forest for Largest Insurance Industry, scoring -9.09 on the Risk Expulsion Effectiveness Rating.