This is a Weta, the critter Weta digital studios (They did the sfx for the lord of the rings, among other things) is named after. Native to New Zealand, the Weta is endangered because rats introduced recently into the islands prey on it.
I don’t suppose it has much appeal as an exotic pet, but you never know…
Aww, I wanted to see a video of the carrot-eating. Because I think I only saw the photo before.
Nightmares? The only thing I could think of when I saw it eating that carrot was “d’awwww!”