The Night Mare and Being Ridden by the Hag
Most people today who have heard that ‘the Nightmare’ is an actual being in European folklore and not just a certain type of dream-state, associate the being with horses. A mare is indeed a horse—but this interpretation is not correct. The mare of ‘the nightmare’ is a demon; and the word for horse and the word for nightmare derive from a different root.
Source: ancient-origins.net