Zhao,
Listen, playing Nightmare on any of the Wing Commander games is a true challange, even to some of the most experienced pilots. As for advice: fly, fast and hard. Keep flying, learn and play. Yes, enemies will afterburn more, use missles ALOT and evade yours. It's the hardest level of difficulty (which is why it's called 'Nightmare' level.) Now, this is a videogame, not a real war, but Nightmare level is almost like the real thing (well, it's my belief anyway.) In real life, your opponents will be like that. In this game, if you want to play on the hardest level, keep practicing and gradually advancing your skill level till your at the level you want. If you're wondering, yes I've played WC IV on Nightmare. You probably will not believe me if I said that I've completed all of the missions in the game once on Nightmare, and it was hard. On most I was just lucky, and on some I could do well. But, just understand that on Nightmare, IT WILL BE HARD. Don't try Nightmare until your like me (which could mean that you have no life) and play WC IV defualted on Hard level, when you're playing for fun. That's just me though.
Thanks for your time,
Deltakiller