When you beat the game in nightmare mode, the you receive the nightmare key as well as everything else you would get in normal mode, so yes you do get 2 keys when you beat nightmare mode.
Personally, I unblocked the normal mode items before trying nightmare mode, because it is good practice. (Okay, I didn't realize I could unblock everything in nightmare mode, but I still think you should beat the game on normal mode more than once before going after nightmare mode.)Tuber himself doesn't really get much harder, if at all, so if you are reasonably confident you can kill him without dying even once in normal mode, I say go for it. The hard part is getting to him, so you wouldn't want to fail to kill him once you got there would you?
