Nihilism is the lamest, gayest, most cucked philosophy there is, so it makes sense the film spoke to Nick so deeply. It's also inherently hedonistic, because if life is meaningless, than the enjoyment of your immediate experience is the only thing that matters because there's nothing beyond surface-level existence. That also probably appeals strongly to Nick, considering his life lacks any significance. Nihilism's nothing more than a self-condemnation anyway; it's just a pretentious way to say you think you're worthless on every level, and that you could never imagine having any meaning or value. It's like someone took the concept of giving up on yourself and tried to call it a philosophy.