Nelson is great to learn how to deal with scholar's mate (Chess.com calls his opening as white the "Wayward Queen Attack"). A lot of players starting out will attack this way as white, and it is really good to learn how to deal with it as Black. The easiest way is to just protect your e5 pawn with your queen side knight (defend and develop), and keep looking for moves that force Nelson to re-move either his queen or his latest attacking piece that also develop your pieces. You will end up with your pieces developed, while Nelson will fall behind. Get your king safe, then use your pawns to clear out the centre of the board, as his king is usually still there, and start going for him. Once he's finished with his initial flurry of aggression, he's out of wind and tends to start blundering. Here's three of my games against Nelson. I'm no great player, so if I can beat him, you can too! I'm Black in all of them):
I HATE NELSON THE BOT
He thought it was time to let the queen out again 
https://www.chess.com/game/computer/74056311
https://www.chess.com/game/computer/74056311
Never a good idea
I wish eternal suffering on Nelson. He is the lowest of the low. Nelson is evil and a malicious robot who values nobody. Nelson deserves to forever push the stone like Sisyphus. He is beyond despicable. He is one of the most diabolical and terrible chess bots. If I blunder my queen more time I will find Nelson's source code and erase it from the chess.com servers. He is an extreme example of the most dishonorable, vile, corrupt, and iniquitous robot to ever exist.
Never allow his queen to settle. Always attack him constantly. Use your knight supported by protective pawns.
I think Nelson should be viewed as a specific training bot. Nelson is there to teach you how to defend against scholar's mate, and other early Queen moves, particularly by White. If one approaches openings thinking "I've looked at Opening X", and I want to play it, and think that means you can just put your pieces on the appropriate squares for Opening X, then one needs to rethink their view of openings. Openings are reactions to the other player, just like the middle game is. Nelson's tendency to bring out his Queen early means you can often develop a piece to a good square which also attack's Nelson's queen, and so you simultaneously get ahead in development and steal tempo from Nelson. He's got a few tricks, but they are only that, tricks, and once you get familiar with how to react to his opening moves, you'll find his middle game play no better, and in some ways worse, than the earlier bots.
I recommend you play Nelson mostly as Black, and give Nelson the White pieces. There are a few videos out there that will provide all the instruction you will need on how to deal with Nelson's opening bluff, and ideas as to how to then proceed.
Anyway, it's just another sample game of how to set up against the early Q move. A few simple steps, protect your e pawn (move 2. ...Nc3 bring out the Queen side Knight). Break the Queen's attack on your f7 pawn after Nelson brings out his bishop to c4, so 3. ...g6), and if Nelson retreats his Queen to f3, then again, cut off the Queen and develop; 4. ... Nf6). You can continue to bully his Queen with Nd4. After a bit, Nelson often loses the plot and will start giving up pieces (like how on move 9. it just ignores the fact its Bishop is under attack and moves the Knight to e2, and Nelson makes a similar choice on move 12 (maybe Nelson hates his Bishops). Anyway, once you know how to deal with Nelson's initial outburst, he becomes pretty tame.
Nelson is the best and only bot worth playing against to practice scholars mate defenses.
I've found a few nice queen traps - if they keep using the queen, I keep attacking it instead until its gone.
NELSON THINKS HES COOL WITH HIS DANG QUEEN TRADES???!!! HES SO ANNOYING!!!!
SEE?!?!? DUMB QUEEN TRADER!!!!!
Nelson does scholars mate don’t fall for it follow principles and he self destructs