Ensure your DirectX is up to date. This game requires at least DirectX 11.
You likely need the Visual C++ Redistributable Packages . Download and install the latest x86 and x64 versions from the official Microsoft website. File: Nidhogg.2.v23.11.2017.zip ...
Ensure the file Nidhogg.2.v23.11.2017.zip is fully downloaded. Ensure your DirectX is up to date
Access to the "grotesque" character creator. File: Nidhogg.2.v23.11.2017.zip ...