"It's an exciting challenge as finally we will be playing a Test match at a neutral venue. So that for both sides kind of levels the playing field.
"We beat them 2-0 a season back (2019-20). But we know and accept that it's a different challenge but as a group we take a lot of confidence from that series win against India. Obviously, Number one and two playing the final is a challenge too," he said.
Nicholls' sequence of scores in the last three Tests is 174 (vs West Indies), 56, 11 and 157 (vs Pakistan).
"It's nice to kick on and get a couple of big scores. A season before this, I was playing well but not getting the results, so a lot of it was like keeping the things same as it had been.
"If I get in, I want to bat as long as I can. To be able to do that couple of times during the summer, it was good to contribute to couple of Test wins," said Nicholls.
He has recently had couple of big partnerships with skipper Kane Williamson, including a monumental 369 run stand against Pakistan in Christchurch.
"Kane is one of the best in the world and so consistent across all three formats that you just try to watch him and learn as to how he goes about his work," Nicholls said.
"He is a genius and great guy to talk to about the game. He keeps his plans pretty simple. So he is also nice to be someone with whom you want to bat out there in the middle and you have the best seat in the house when Kane is on strike."
Before the WTC final, New Zealand will play England at the Lord's in the first of the two Test matches.
Black Caps' highest scorer in that fateful 2019 World Cup final still at times finds it difficult to shrug off the disappointment.