Nightmare Princess first appears in the episode "Orb." While she is called a princess, she does not appear to have a specified kingdom, being seen only wandering the ocean surrounding Ooo.
Nightmare Princess appears throughout the episode "Orb" as simply a cloud with a single eye. Once she is fully constructed, this cloud is shown to be her head. She wears a red dress with a yellow crown-like pattern on the abdomen. Her limbs are green with her right hand being a mantis claw and two bat wings that protrude from either side of her head.
It is unknown whether this Nightmare Princess is the same one that had appeared in the video game Adventure Time: The Secret of the Nameless Kingdom. Her looks are very different; however, it should be noted that Nightmare Princess was able to change her shape in the game to a large form somewhat reminiscent of the one seen in the episode.