Wanderers finished all over the top of Wellington Phoenix at Pirtek Stadium on Saturday night, with Mark Bridge scoring the winner in the 85th minute of a 2-1 result.
Nichols said he thought Wanderers had actually played better at stages of their three-game run to start the season, in which they had a draw and two losses.
"It was solid," Nichols told The World Game.
"I think Wellington restricted us a little bit as well. It wasn't as fluent as it has been, but we tried to play and that was the main thing and we got a reward in the end.
"I reckon we probably played better at times in the first few games when we weren't getting results, but I think we're really starting to click and finish things off now.
"We ran them into the ground. We wore them out and I think we could have pinched a third goal at the end. We were still going for it, which is a great sign.
"Even at Newcastle away the other week we were 2-1 up and we were still looking to score."
In the fifth-round game against the Jets, Wanderers fell behind before scoring in the 79th and 86th minutes to get a 2-1 win.
Part of the reason Nichols came to the Wanderers was because he knew coach Tony Popovic would get him fitter than he had ever been.
"Everyone knows how fit the Wanderers are as a team and when I spoke to 'Popa' I was excited about that prospect," Nichols said.
"But I was even more excited about the football he wanted to play and that's why I think I'm fitting in well.
"I just want to contribute to the team and play as many games as possible and it's going good so far. I used to be a goal-scorer and I felt I went away from that for a year or two, but I've been chipping in with a few goals (three) early this season.
"My job is to score and assist. That's a good role for me and something I really enjoy."
Wellington players said after the match that Western Sydney never allowed them to settle into the game. Nichols said that was always the plan.
"We know they play a pretty high line off their goal-kicks and set pieces and that, so we knew we could get in behind them," he said. "We like to press teams, we don't like them to get into a rhythm.
"We tried to do that from the start of the season and even when we weren't getting results we knew we were going about things the right way. We never lost belief. The boss kept sending us the same message and it's good for us to get the reward.
"Like I said, it probably wasn't our best performance against Wellington, but we showed good character.
"Things are coming together. 'Pio' (Federico Piovaccari) is scoring and getting confidence, 'Bridgey' is back and Romeo (Castelen) is pressing for a starting spot, so we've got great competition.
"The boys are flying and now we've got a big game against the Mariners next weekend. If we win that it will set us up really well on the table early in the season."
Wanderers have now won four straight and were sitting in third place, just one point off the lead, ahead of the final game in the round between Adelaide United and Newcastle Jets. They won only four games all last season.
Nichols said that attacking out of the midfield was how he played his best football and he was loving being used that way again, for the first time in more than a year.
"Overseas (in Japan) I was probably playing on the wing more than anything and at Perth I was playing a bit deeper," he said.
"I like to get in the box all the time and be that second striker almost, not a natural number 10 but I think I can play that sort of role pretty well within the way we want to play as a team.
"You can see how hard our wingers are working. Everyone in the front four runs their bollocks off. We've only conceded two goals in the last four rounds, so we're not giving the opposition much of a chance to build anything."