Killing Nightmares is one of the requirements to complete the Essence of Pride cleansing in Destiny 2 Shadowkeep. Completing this mission will allow you to craft powerful armor and weapons. While these Nightmares will be found quite frequently when on the Moon, this quest in particular asks that you Defeat Nightmares throughout the solar system, which means you’re going to have to go elsewhere.
Search out Nightmares on EDZ, Titan, Nessus, and IO to complete this challenge
The Nightmares that you need to kill for this mission can be found in different Lost Sectors across the Destiny 2 planets. You can find Nightmares in different Lost Sectors, including those in the EDZ, Titan, Nessus, and IO.
Simply head to any of these Lost Sectors in this area and you’ll find Nightmares there which will start giving you progress towards completing the challenge. If you do kill Nightmares on the Moon you will notice that no progress is being tracked for killing them.