Nightmare is a word used to describe a lot of things that aren't actual nightmares.

A bad vacation, check. A raucous holiday visit with family, check. Or shopping for a mattress at a traditional bedding store, double-check, according to Philip Krim, Casper Sleep CEO and one of five founders of the four-year-old online startup. Thanks to bad shopping experiences among the group and a wealth of innovative ideas having to do with sleep science, mattress materials and common sense, the quintet came up with the idea selling mattress and other bedding material that could be shipped to a customer's door easily.