Faun and Games by Piers Anthony

  You summoned me, so I assumed you had something in
    mind."
     
    "I had a question in mind."
     
    "That's not a service.   My answer is a service.   What other service will
    you trade for it?"
     
    This wasn't getting anywhere very rapidly, so he tried something silly.
    "An entertaining jig."
     
    "Done.   What is your question?"
     
    "What do the colors of the air mean?"
     
    "They indicate direction, since we have no sun or moon or stars to mark
    it.   Blue is north, because it is cold; red is south, because it is hot;
    green is To; and yellow is From."
     
    Forrest waited, but that appeared to be the extent of the answer. So he
    brought his panpipe from his knapsack, played a lively melody, and
    proceeded to dance his jig.   Fauns were good at jigs, so he knew it was
    competent.   The unicorn watched with seeming interest.
     
    When he thought he had jigged enough, he stopped.   Kero nodded,
    satisfied, then spread his wings and flew back over the forest.
     
    "I guess we learned something," Forrest said, watching the creature
    disappear.
     
    "Yes," Imbri agreed.   "We learned two things: that colors indicate
    directions, and that it is necessary to trade services on Ptero.   So we
    got the better bargain."
     
    "Maybe so.   But what is this To and From business?"
     
    "I suppose we could trade for that information.   But maybe we'll figure
    it out for ourselves, soon.   Let me see if I can trade for useful
    information."
     
    Forrest shrugged.   "I hope you can."
     
    Imbri faced the air.   "I request someone to trade with."
     
    A dark creature faded into view.   It was a black centaur mare. "Yes?"
    What startled Forrest was that she spoke both physically and mentally.
     
    Imbri's delicate jaw dropped.   "You're a night mare!"
     
    "Not exactly.   Are you curious about my derivation?"
     
    "Yes!" Forrest and Imbri said together.
     
    "I am Chemare.   It all started when my sire, who was horribly prejudiced
    against zombies, was scheduled to have a bad dream in which he and a
    really rotten female zombie drank from a love spring. But somehow the
    night mare who was carrying the dream got confused, or maybe she had a
    secret thing for the centaur, who was rather handsome for his kind, and
    she fell into the dream herself and drank from the spring instead.   The
    elixir overwhelmed them both, and they promptly indulged in an encounter
    of love that heated the spring so much it almost evaporated.   Then the
    mare departed and the dream dissipated, leaving the centaur considerably
    more satisfied than the authentic dream would have left him.   In due
    course the mare bore a foal with half a soul, black as night but with
    the form of a centaur. That was me.   But because I derive from an
    illicit dream, I came not to Xanth proper, but to Ptero, where I bring
    bad dreams to those 'dents who deserve them.   It's not the best
    existence, but 't will resi do.
     
    "Oh, Chemare!" Imbri exclaimed.   "How well I understand.   I was a night
    mare for many decades."
     
    "I thought you looked somehow familiar.   But you're in human form.
     
    "Yes, so I can be substantial for my companion, Forrest Faun, whom I am
    trying to help.   Would you like to exchange a service?"
     
    "I would love to.   But I'm not sure what we could do for each other.
     
    "Is there anything you need?" Forrest asked.
     
    "No.   I came only because I was closest when the call went out.
     
    So I truly regret this, because it's so rare to encounter someone with
    experience nightmaring, but I must go." She faded out.
     
    "Wait!" Forrest cried, too late.   She was gone.
     
    "We are slow on the uptake," Imbri remarked.   "We had better be prepared
    to render some service before the next one disappears."
     
    "Yes.   They don't seem to wait around long without reason."
     
    There was the sound of running hoofs.   A centaur came galloping from the
    green direction, followed by two centaur foals.   She had a white mane
    and