First you want to make sure that the child had a nightmare and not a night terror; with a night terror the child can often seem awake (eyes open and responsive to you) but they are still stuck in their nightmare. If they are having a night terror, you do not want to try to wake them up, instead you just want to keep them safe, occasionally reassure them that you are there and they are safe, and eventually they will calm down and go back to bed. if it is a traditional nightmare, just comfort the child by telling them they are safe. If they need it, walk them around and show them how you keep them safe (no monsters under the bed, doors and windows are locked, nightlight so you can see). Lay them back into bed, sit with them, rub their back or head and just talk calmly to them about how much you love them, how safe they are and maybe even tell them a story about a happy time or event from their life.