Why are Nightmare Missions so hard? I went into like a level 4-7 or something Nightmare Mission as a level 12 and everyone killed me smh
They are really bad about explaining how Nightmare works, and it's been tweaked since it was implemented, if I remember correctly. From my experience, it's best to approach Nightmare missions almost as New Game+ style runs. Even on Mercury, the enemies are significantly high level, and the mission modifiers that Nightmare throws in doesn't make things any less troublesome.
I'd wait til you have a full set of 30 gear (As in a frame, a primary weapon, a secondary, and a melee. Sentinel optional.) before you worry about Nightmare missions. Again, this is quite possibly outdated information, I haven't played in a bit, and I believe they did some tweaking to how they worked.