Maybe looking at the screenshots you have seen nightmare like landscapes, those in particular can be essentially when they go into nightmare lands to take out monsters, the sort of thing magical girls should do. But there is the presentation, where the franchise uses symbolism in its environment, might seem ominous, but it is not anything so scary, rather than something setting the mood.
Yes, there are a couple disturbing things in the series, but they are not disturbing for their own sake, rather they do what magical girl shows have always done, be about growing up. About the struggles you come across that can feel like a weight. But there is a reason Madoka is up front and centre, she is a really kind character who is always hopeful, she proves nothing comes from giving up, and by the end you may see that there is hope that you can make everyone happy, that you can chase away bad things. I don’t there is really any gore at all, I think that there are maybe a few places with a bit of blood, but none of that I think is in a disturbing way.
Please don’t mistake Puella Magi Madoka Magica as just a senseless nightmare inducing experience, that uses its young female cast to simply create shock value. Because, not everything in the world is rainbows, but Madoka is about making your best effort. One such theme may be to think things through and not jump into something you don’t understand or trust the wrong person, but it also has not always assume someone is the worst before you get to know them, that you can be surprised by someone’s depths. You should always extend a hand to help someone who needs it, as long as you are not hurting yourself.
If you think that you will actually be scared, maybe it is not right for me to try and force you to watch it. But, I promise it is not all about nightmare fuel. It is actually really good, and a creative piece, that one may find surprisingly engaging.
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Through dream I travel, at lantern's call
To consume the flames of a kingdom's fall