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I know that the Nightmares the Magical Girls fight as a substitute for the Wraiths and/or Witches are born from people's nightmares (as shown when Hitomi returns to normal but is asleep and she was about to go to bed when the her Nightmare first appeared).

However, given the world in which they appear in is a fake one inside Homura's Soul Gem. I am wondering who came up with the idea of fighting Nightmares (Homura or the Incubators) and why a new kind of enemy rather than the Wraiths? (in order to keep the illusion of reality)

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    Out of universe, I assumed the Nightmares were added because they're more like the minimally threatening enemies of Sailor Moon or Card Captor Sakura, fitting with the tone of the false world. – Torisuda Apr 22 '15 at 2:23
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    The wiki page on Nightmares claims without citation that "The nightmares were created by the [sic] Homura's subconscious so the magical girls would have enemies to fight." – Torisuda Apr 28 '15 at 3:25
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There is no canon answer to this question. The Nightmares' form and function appear derivative of the Wraiths (Wraith-lite if you will). Both are manifestations of the negative energies produced by humanity's dark emotions; the Wraiths' original generation from "curses" is now moderated to the much more benign "nightmares".

As to whose mind they came from (Homura's or the Incubators'), there is no way to know based on the information in the movie. The question at heart goes to the underlying basis of the "world" inside Homura's soul gem, which we are never told. While most of it is likely generated directly from her subconscious, there are other elements influencing it, such as the other magical girls who are external persons who became trapped in the barrier, and Kyubei and his comrades who are manipulating the barrier.

Both Homura and Kyubei were familiar with the workings of the real city, and with the real Wraiths, so the idea could have come from either of them.

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