Nightmarish creatures are guarding something very appropriate to their nature...
When the Nightmare Isles Mini World Change is active, travel to Darama in order to find a portal which, depending on the specific message, will have appeared here, here or here. You will be teleported to the Nightmare Isles, which are filled with Silencers, Retching Horrors, Choking Fears, and Terrorsleeps.
Make your way onto the islet containing the only Terrorsleeps. You will find a Chest of Drawers (Quest) here, which can only be opened by players who have taken part in killing all six Terrorsleeps. After doing so, use the drawers to open them and receive your reward, a Nightmare Teddy.