Games like The First Nightmare
Games like The First Nightmare include Outlast, Escape the Backrooms, Outlast 2, Five Nights at Freddy's: Security Breach, and Resident Evil 7 Biohazard. We matched them by the tags players give The First Nightmare on Steam (3D, First-Person, Horror, Psychological Horror, and Stealth): closest matches first, and among equally close ones the better-known games.

Outlast
Shared: First-Person · Horror · Psychological Horror

Escape the Backrooms
Shared: Horror · Psychological Horror · First-Person

Outlast 2
Shared: Horror · First-Person · Psychological Horror

Five Nights at Freddy's: Security Breach
Shared: Horror · First-Person · Survival Horror

Resident Evil 7 Biohazard
Shared: Horror · First-Person · Survival Horror

Dead by Daylight
Shared: Horror · Survival Horror · Gore

Amnesia: The Dark Descent
Shared: Horror · Psychological Horror · First-Person

Resident Evil Village
Shared: First-Person · Horror · Survival Horror

Poppy Playtime
Shared: Horror · First-Person · Psychological Horror

The Beast Inside
Shared: Horror · First-Person · Adventure

MiSide
Shared: Psychological Horror · Horror · First-Person

The Outlast Trials
Shared: Horror · First-Person · Psychological Horror

Hello Neighbor
Shared: Horror · First-Person · Stealth

Lethal Company
Shared: First-Person · Horror · Survival Horror

Garten of Banban
Shared: Horror · First-Person · Psychological Horror

The Evil Within 2
Shared: Horror · Psychological Horror · Survival Horror

Inside the Backrooms
Shared: Horror · Psychological Horror · Survival Horror

Buckshot Roulette
Shared: Horror · First-Person · 3D

SOMA
Shared: Horror · Psychological Horror · First-Person

Granny
Shared: Horror · First-Person · Survival Horror

Alien: Isolation
Shared: Horror · First-Person · Survival Horror

Blair Witch
Shared: Horror · Psychological Horror · First-Person

Five Nights at Freddy's: Secret of the Mimic
Shared: First-Person · Horror · Adventure

Five Nights at Freddy's
Shared: Horror · Psychological Horror · Survival Horror