About the boss thing. Understandably things are going to get worse, but it seems to be too much in the face at the start. eversion did it more subtly. What about making Nightmares less.. nightmarish at the start and then slowly ramping up the horror factor?
Unless you're aiming to surprise the player (going from 0 to 100 in an instant), which game does decently, at least for me.
I definitely wanted to go to 0-100 in an instant with the Imp, the nightmare type that possessed Mr Sol. Over the course of the world, Peperi was scared of the Lesser Nightmares due to their ability to merge and possess people like that, and warns Ao of it. Ao brushed all that off, and when it went south, it went south pretty fast. Imps are a weak nightmare type, alluding to crazier stuff about to go down late in the game. I definitely want to instill that nightmares are not friendly and should be feared.
EDIT: On that note, early game, nightmares don't show up all that much, so I really wanted their appearances to have some impact in the form of the bosses. Lesser Nightmares are fairly harmless on their own, but hopefully after showing the player that lesser nightmares can merge together, it might be make players a little more wary of Lessers, especially the kind in rings. Late game will be fairly gorey in general, so I feel like it's really important to dial up to 10 for the first boss so that people don't think it's some cute game and then get upset when they're decapitated by a butcher in world 6. (actual planned thing btw)
