Nicky is Rod's secret crush in the Broadway musical Avenue Q. He is loosly based on Ernie from Sesame Street.
Nicky and Rod were a typical odd-couple residing on Avenue Q. Despite being the best of friends, their habits irritated each other no end. Nicky is a slob, while Rod is anal-retentive.
After being flirted with by a gay man, Nicky comes to suspect that Rod might be gay. He brings this up, only for Rod to deny it. Nicky tells Rod that he wouldn't mind if his best friend was gay, repeatedly reminding him that he himself isn't gay. Later that night, while Nicky is sleeping, Rod hears him say "I love you, Rod" in his sleep. Rod begins to suspect that maybe Nicky is also homosexual and just as shy as he is. Rod sings about how happy he is to know that love isn't as complex as he thought it was, only to be awakened by Nicky, who reveals that the whole thing was a dream.
The next day, Nicky begins telling the neighbours that he suspects Rod might be gay. Rod tries to save face by singing about his girlfriend who lives in Canada. The longer the song goes for, the more obvious it is that he's lying. Rod then kicks Nicky out of the apartment. Nicky, now homeless, consults with his former landlord Gary Coleman about his problems, only for Gary to ridicule him and say that its human nature to laugh at others' misfortune. Missing Nicky and admitting that he's unhappy with his lot in life, Rod finally comes out. He takes Nicky back in, who introduces Rod to Ricky, a gay man who strongly resembles Nicky.