The Rogue Nation of First Nightmare is a titanic, environmentally stunning nation, ruled by Scream with an iron fist, and renowned for its keen interest in outer space, avowedly heterosexual populace, and punitive income tax rates. The hard-nosed, cynical, humorless, devout population of 11.084 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 Education, Industry, and Administration also on the agenda, while International Aid is ignored. It meets to discuss matters of state in the capital city of The Lair. The average income tax rate is 80.1%, and even higher for the wealthy.

The thriving First Nightmarean economy, worth 970 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 87,540 heads, and distributed extremely evenly, with little difference between the richest and poorest citizens.

Theatre may or may not be changing for the better but it is being changed for good, midnight raids drag couples from their homes in the name of decency, the military is recruiting war criminals to join its weapons research teams, and nature reserves often contain artificial waterfalls and concrete paths. 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 272,999^th in the world and 194^th in Forest for Largest Gambling Industry, scoring -7.3 on the Kelly Criterion Productivity Index.