Nicolls was descended from a gentry family seated at Ecton in Northamptonshire by 1530. His grandfather, a lawyer, sat for Grampound in 1553 and bought Hardwick; his father was a professional soldier of sufficient experience to be entrusted with the command of Tilbury Fort in 1588.
Appointed to the county bench in 1620, Nicolls was clearly on friendly terms with Lord Montagu (Sir Edward Montagu*) with whom he corresponded about the high-handed behaviour of the 1st earl of Westmorland (Sir Francis Fane*) as custos rotulorum, and about the manoeuvrings preceding the contested 1626 election.
Nicolls refused to compound for knighthood in 1630, and was obliged to pay £100 to the Exchequer.
