The "Hunter's Nightmare" location, is a DLC location. For the player to enter the "Hunter's Nightmare", he must complete the next steps:
1. Reach, from the "Cathedral Ward" to the "Grand Cathedral", there, he must kill "Vicar Amelia" which is one of the story bosses. 2. After killing "Vicar Amelia", the player must now go back to the "Cathedral Ward". (its best to go to "The Hunter's Dream" and then spawn at Cathedral's lamp), turn left at the open door, which from where you had to go to open the main gate of the Cathedral area. at the graves, where a dead corpse behind a tree to the right (the corpse has the "Hunter's Top Hat" and "Hunter's Garb"), stand by or on the corpse and wait for a blue effect to appear. then, "Amygdala" will grab you and kill you. 3. After you died, you will appear at the "Hunter's Nightmare", do not be confused to the "Cathedral Ward" location and activate the lamp as your first priority.
Warning: The DLC is a really hard location and will get harder with each NG done and advised to go there ONLY after you reached level 70+ and have a strong gear on you.