Actually, no, “nightmare” has nothing to do with horses; it’s from an old word “mare” that means “female evil spirit”—distantly related to Irish “morrigan”. The two words used to be spelled and pronounced differently, but wore down until they sounded alike, and the “evil spirit” word disappeared except as a part of “nightmare”.
Judging from yesterday and today, it begins to seem possible that Marigold may actually be a cat. “But how can this be?” I hear you ask. “Marigold is a unicorn!” I refute you thus: Everyone knows that a cat can do anything it wants to. It therefore follows that a cat can be a unicorn, if it wants to. Ah, there’s nothing like logic to brighten your day.