Blake: He might be sitting this one out because I cannot think of a good nightmare for him. He'll have nightmares, but I won't go into what they are. /sob worst Blake evar
Meg: Hell. Hell. Hellhellhellhellhell. Meg-in-Sam states that Hell is like Hell, even for demons. And given that she just spent the last 100+ years being tortured down in the Pit, she's got plenty of ammo. Also probably a monstrous version of Crowley, twisted into being made worse by her nightmares.
Darcy: Losing Magnus. Again and again and again. Which will lead her to sleeping less. Haaaaaaaaaaaaa good times, sob.
Red: Being unable to control herself as the wolf and killing the people she loves. Sam, Snow, David, Dean. All the people she cares about.