The defender was signed last month – making his debut in last week's Scottish Communities League Cup semi-final against Ayr United – but has spent his first weeks at the club bawling at the Rugby Park squad at training.
The 31-year-old – who moved from Scunthorpe United – has ample experience and has will bring a renewed sense of leadership to the back four. He has not been shy in letting the Rugby Park side know it, either.
"I just try and make my job as easy as I can," said the Englishman. "I scream and shout at others, and put them into positions. It's important we aren't compromised. It's something the manager obviously saw in me, so there was never any point in coming in and not being vocal. Sooner or later you're going to have to start shouting at them, so why not do it straight away?"
Having reached the final of one competition – beating Ayr last weekend – Nelson is also eager to go on an extended run in the William Hill Scottish Cup. Kilmarnock face Hibernian today, looking to record their first victory at Easter Road since December 2008, and progress to the last eight in the process.
"We want to go as far as we can in every competition," he said. "Winning would help carry the momentum forward into our next league game. I just wanted to come up here and play some football. It was made pretty clear that wasn't going to happen at Scunthorpe. I had a couple of options, and this was the one which stood out for me."
Tom Soares was also in search of regular football last month, moving to Hibs on loan from Stoke City. The midfielder has fallen out of the picture somewhat at the Barclays Premier League club, but his pedigree in cup competitions is impressive.
The 25-year-old played for Crystal Palace when they knocked Liverpool out of the FA Cup at Anfield in 2005. After the match Soares was congratulated on his performance by Steven Gerrard, his display also earning him the Liverpool captain's shirt. "I didn't score but I should have and it was a great experience against quality players. I got Gerrard's shirt and it's got pride of place," said Soares. "He said well done at the final whistle and all the best. I just said 'get the top off'."
He has not been quite so fortunate since then, though, with his arrival at Easter Road marking his third loan spell since joining Stoke, featuring just seven times in the top flight since joining the club in 2008 for £1.25m. Soares may be the ideal player for Pat Fenlon to have brought into the club, having suffered the indignity of relegation with Palace, and also while on loan at Charlton and Sheffield Wednesday.
"It might come to the stage where I have a few words and say to the boys how much it really means when a team goes down," he said. "I know how hard relegation is. It is not good for you or for the club and is the worst feeling ever, definitely.
"Hibs are in the top four big clubs in Scotland with Rangers, Celtic and Hearts and we should not be in this situation. But we are, and the boys need to come together and get out of the situation. That's down to the players, and I don't want another relegation on my cv."
Soares is certainly not short of confidence and still believes he is capable of making a mark in England. He is determined to prove it while at Easter Road.
"I think I need to get out there and just stamp my name down again and make people aware I am still here," said the midfielder. "I sort of disappeared for a bit and went off the radar. I don't know why that was, it sort of just happened. I have full faith and belief in my ability and I think I am [still good enough for the Premier League].
"You can't go out there thinking anything else. The best players in the world are the best for a reason – they believe they are – otherwise, what's the point?"