A phrase which implies unfortunate events are beginning to happen to someone for offending someone else. The offended person "welcomes," or threatens, the offender "into," or with, an unpleasantry as punishment, suggesting that the punishment is not a nightmare which the offended person has had, but a nightmare in which he/she controls what may be like nightmare for the offender.
If you think you're going to be able to threaten me, my wife, and my children without any consequences, you're mistaken. I will tie you up, castrate you, and starve you every day for each threat. Welcome to my nightmare.