Some things I learned (after about 100 or so deaths) playing on Nightmare.
* Nightmare becomes much easier when you 100% maps. Getting all the items and such.
* NEVER stop moving.
* NEVER move backwards, you will die.
* Look where you can break line of sight from the enemies, this means using high ground and low ground. I died around 20-30 times in an arena because I kept playing this game like a regular shooter.
* Press "q" and move your mouse in the direction of the wheel. Learn to do this very quickly, and you can swap weapons on on demand, this means being able to throw a 'nade into a Caco's mouth.
* Hold "q" and keep holding it so you slow down time and think about what you need. Maybe you don't use frag grenades or freeze grenades often enough?
* Some enemies can be glory killed moments BEFORE they start flashing; Caco comes to mind.
* Punch smaller enemies to stagger them briefly. I have fucked up glory kill moments and a punch can save you.
* Never get into melee range of a Mancubus.
* Do not fight the low level enemies unless they are in an annoying location where they can damage you. These guys are a waste of time unless you need ammo, health or armour.
* Before you kill an enemy with a chainsaw, flame them, and then get them into a stagger state before glory killing them. Sometimes you need to shoot them off centre with the shotgun to ensure not all the pallets hit them in order to not outright kill them.
* Use the chainsaw even when you are over 50% ammo. Just use the thing it doesn't hurt and regens quickly enough to be reused. I just throw the chainsaw in from time to time, you will eventually get used to using it without thinking. Once you get to this stage you won't run out of ammo. Don't bother using the chainsaw on larger enemies it is a waste unless you 100% need to.
* This game requires parkour skills. Treat it like Mirror's Edge.
* While doing parkour take momentary shots at enemy weak points to make it easier. Keep moving and just take pot shots in their direction. Whether it be via rocket, sniper, or shotgun 'nade.
* Save the shield enemies until they come close to the bigger enemies and then drill them with the plasma gun.
* Take the move skills first from the skill circle. I recommend getting the sprint cool down reduction and the monkey bars as they will let you move quickly through the environment.
I will add more later when I can think of them.
When I first started playing this game I have the same issue as
OctavianRomulus; I kept forgetting to use skills, and even now I don't use the cryo grenades anywhere near enough. Just keep dying and make doing these things a focus.
You will die a lot on Nightmare, but eventually the game does become "easier", when you sometimes don't die at all, other times you will only die a few times.
Take breaks. I generally just alt-tab out of the game occasionally to shit post on the Codex.