When Nightmare was a kid in Dreamtale he used to always hold hands with Dream, whether it was for reassurance when scared, not to get lost when they went for a walk or simply because they felt like it, they would always be holding hands. It was comforting to them and especially to Nightmare since it was a break from the bullying, when he hold hands with his brother then he knew no one would come bother him.
After the corruption he couldn't hold hands anymore with his brother, obviously, or with anyone. At first he thought that he would be fine, but the lack of reassuring contact was actually very affecting him, he needed to hold hands with someone, to feel safe again, but he just couldn't, and holding his own hand only felt ridiculous...
But one day, after a fight with his brother where he was left greatly weakened, he went with his gang in an AU to collect negativity. All the time they were in this AU Nightmare felt unsafe, Dream or the Stars could arrive at anytime and he wasn't strong enough yet to fight back or protect his gang. He was anxious, panicking internally but trying to stay calm as to not worry his boys, but it was too much, and without really thinking, he reached for a hand to hold onto.
Everyone froze to look at him, but he didn't look at them, freezing too. Why did he do that ? Were they going to laugh at him now for showing such weakness ? Were they going to be disgusted by his pathetic need for reassurance ? Were they going to leave him ?
But as he was starting to panic he felt a gentle pressure on his hand and the gang moved again, without saying anything. Nightmare followed, looking at the hand now firmly but gently holding his, and for the first time in centuries, he felt safe.