I have no idea why I wanted to create a pony form for him. I considered making him an alicorn, but his title of Nightmare King doesn't mean much. Sure, everyone calls him that in the books, but it sounds like a bit of a self-appointed title to me. Self-appointed titles don't count. (For those just tuning in, no, he's not an OC of mine. He's a ponified villain from the Guardians of Childhood book series... or you could refer to the recent movie adaption, Rise of the Guardians.)
His background has to undergo some modifications to allow him to fit into the pony universe. As for his cutie mark? He doesn't have one. He used to, and it may still be there, but it's buried under a thick layer of shadow, just like the rest of his natural coat color. (When he was still normal, what color would his coat be? What would his cutie mark be? I'll leave that up to anyone who wants to design him that way.)
That's right, Pitch used to be a normal unicorn. A great hero, even, from a really really long time ago. He would have been around when Princess Celestial was just a little foal, and another pony had power over the moon. He helped defeat a lot of evil things and lock them away in a prison, but they escaped and possessed him and he hasn't been the same since. Pitch hates all sorts of light... both from the sun and the moon. He gains power from scaring ponies, the younger and more innocent, the better. He controlled a bunch of evil shadow creatures called Fearlings, and it's said he could even corrupt ponies and turn them into more Fearlings! In fact, he wanted nothing more than to kidnap and turn Celestia and Luna when they were defenseless little foals and make them into Fearling Princesses!
He was stopped by another mysterious pony called Night Light and neither he, nor the Fearlings, nor Night Light have been seen since. No one dare talk about him, as if believing he could return would make it so.
[link] is what I've got designed for Night Light so far. But that's sitting on my st.ash and I'm not sure I want to make him his own deviation.