The 31-year-old put in a man-of-the-match shift and scored a Power Play goal, his first at the Arena, against the Welsh.
It wasn't enough, ultimately, to get Sheffield into overtime.
But at least the final period of that match showed the levels Steelers will be trying to maintain throughout the 2023-24 EIHL campaign.
The Arena loss followed a 6-0 Challenge Cup win the night before at Nottingham Panthers.
Nicholls said that road match was: "Where our game needs to be.
"We saw if we play together and play a full 60 minutes that is the result."
It had been important to keep that momentum and play the same way against Devils, but "unfortunately we kind of thought it is just going to happen."
It didn't and Sheffield lost their first match of the season to a title contender.
The forward said: "If we bring our game no team can play with us.
"But it takes that work and commitment to play together, and for the first 40 minutes (against Cardiff) that is not something we didn't do."
Nicholls, who has 86 KHL games under his belt, says there is no lack of self-esteem in the locker room.
But each player must be responsible and accountable.
"There is definitely a confidence in our group of what we are capable of but I do think it takes a certain commitment to playing the game the proper way and within our systems.
"You have got to look at yourself, do your job, and bring it every night and not wait for the next guy to do it."
The players should concentrate on playing a fast brand of hockey in a style in which team-mates can predict what is going to happen next.
"Every player has to be prepared to do their part every night," he said.
Recent events represented: "A good lesson to have this early - realising what we are capable of and what it takes to get that result every night."
Nicholls said there was genuine hockey IQ in the shape of his line with Daniel Ciampini and Patrick Watling.
He hopes it will be kept together and that its chemistry will continue to improve.
As for his own form, he says he puts: "A lot of pressure on myself to be a top player here.
"There has been a little bit of an adjustment coming in but every day I am trying to work and get better and I think my game is on the rise and I am hoping to keep going here."
He has determined to shoot more in a Steelers' jersey and bring the right mentality every night.
He and his team-mates are without a game on Saturday - but Nicholls promised a "better result" for home fans at their next Arena match.