The most common and most likely answer to this crossword clue is the 9 letter word NIGHTMARE
I've seen this crossword clue in The Daily Telegraph
N
I
G
H
T
M
A
R
E
More clues leading to the result NIGHTMARE
- Mounted champion decapitated — it's terrifying!
- Horror of rider failing to start with horse in trial
- Dark horse that might upset the rest
- Horseman skipping initial horse trial
- Horrific experience in Black Sea for Caesar
- A thing somehow associated with REM?
- Close mate upset about right nasty experience
- With REM, a thing to disturb?
- Dream of arming the criminal
- Almost one month consumed by toothache – extremely horrifying experience
Buddy explains!

The straight part
We know that "bad experience" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case bad experience = nightmare.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.
What does NIGHTMARE mean?
NIGHTMARE noun- A demon or monster, thought to plague people while they slept and cause a feeling of suffocation and terror during sleep.
- Sleep paralysis.
- A very bad or frightening dream.
- Any bad, miserable, difficult or terrifying situation or experience that arouses anxiety, terror, agony or great displeasure.