The 21-year-old defender joined Town from Sky Bet Championship outfit Millwall on Monday, penning a short-term deal until January.
Ex-Yeovil duo Byron Webster and Ed Upson are Lions team-mates of Nelson’s, and the pair assured the centre-back it was a good place for him to get game time.
“It’s a pleasure to be here,” Nelson told iFollow Glovers.
“Everyone has made me feel really welcome from the staff to the players and so far it’s been really good and enjoyable.
“I got an insight of the club from old players who used to play here like Ed Upson and Byron Webster who I play with at Millwall.
“I had really good feedback from them about the way the club is run, setup, how good the fans are and how it’s a close knit, family club – something I enjoy.”
He added: “For me, it’s about game time.
“I will always give it my all; always give 100% and will try to get this club to the top end of the table.”
Nelson made his Millwall debut in the second tier in 2014, and spent two further campaigns with the London club before gaining experience at Newport County last term.
He helped the Exiles maintain their EFL status and learned how much football means to people at this level.
“I’d say it means more (in this league than the Championship),” he said.
“It’s everyone’s livelihood. I like that and that’s the sort of attitude that I have.”
Nelson could make his maiden outing for Town on Saturday against Coventry City.
Tickets for the match can be purchased online, by phone on 01935 847888 or in person at the ticket office.