Cambridge, as fellow commoner in 1678, but never resided. He very early became known both for his abilities and his charm of character. As early as 1680 he began an affectionate correspondence with Tillotson, who was a friend of Sir Gabriel Roberts. He was chosen a fellow of the Royal Society on 1 April 1680. He then went to Paris, accompanied by his schoolfellow, Edmund Halley [q. v.], and afterwards made the grand tour, returning in August 1682. During his travels he met at Rome Lady Theophila Lucy, widow of Sir Kingsmill Lucy of Broxbourne, Hertfordshire, and second daughter of George, earl of Berkeley. She had a son twelve years old by her first husband, and was two years Nelson's senior. He married her on 23 Nov. 1682, the marriage having been postponed for a time in consequence of the elopement of her sister with Lord Grey of Werke [see Grey, Forde ]. She had, it is said, been converted to Catholicism at Rome by Cardinal Philip Howard, and Nelson was not aware of this until after their marriage; but it seems more probable that her conversion did not actually take place before that event. Tillotson endeavoured in vain to bring her back to the church of England (Hickes's 'Letters to a Popish Priest ' do not refer, as has been said, to Lady Theophila). A 'Discourse concerning a Judge of Controversy in matters of Religion,' published in 1686, upon the Roman catholic side of the question, is ascribed to her, and in the next year Nelson wrote against transubstantiation. Their religious differences, however, did not disturb their affection. He took her to Aix-la-Chapelle on account of her health. He left her there during a visit to England in 1688; but the revolution determined him to return to the continent. He travelled, with his wife and her son and daughter by her first marriage, to Rome. He lived for a time at Florence, and corresponded with Lord Melfort, James II's envoy to the pope. He was a Jacobite in his sympathies, though not engaged in any active measures. He returned by way of Germany and the Hague to England in 1691, and settled at Blackheath. The correspondence with Tillotson, from whom he was divided both on religious and moral grounds, was probably dropped for a time; but Tillotson was attended by Nelson during the last two nights of his illness, and died in his arms on 22 Nov. 1694. Nelson afterwards helped to obtain an increased pension for Mrs. Tillotson. He had meanwhile joined the nonjurors. He became very intimate after 1691 with John Kettlewell [q. v.], the nonjuring divine, and Kettlewell, dying in 1695, made him his executor. It was by Kettlewell's advice that he began the religious writings by which he is best known, and he supplied Francis Lee [q. v.] with materials for Kettlewell's life. Through Kettlewell he came to know Hickes, and he was soon in close communication with all the nonjuring circle, Dodwell, Collier, Leslie, Brokesby, and others. He remained, however, on good terms with many of the clergy of the established church, and took a very active part in the various charitable enterprises which were characteristic of the day. He supported the religious societies founded by Anthony Horneck [q. v.], and the allied 'Societies for the Reformation of Manners,' which aimed at enforcing laws for the suppression of vice. He was an active member of the societies started by Dr. Thomas Bray [q. v.]; the Society for Promoting Christian Knowledge, founded 1698; the Society for the Propagation of the Gospel, founded 1701; and the 'Associates of Dr. Bray,' a society which especially aimed at providing parochial libraries. He was active in the movement for establishing charity schools, originally begun by Archbishop Tenison in the time of James II, and carried on with great success during the reign of Queen Anne. In 1710 he was one of the commissioners appointed by the tory House of Commons to build fifty new churches in London. He had left Blackheath in 1703, and lived in Ormond Street. His mother died at the end of 1703, and his wife on 26 Jan. 1705-6, leaving her fortune to him. Nelson, with Dodwell and Brokesby, left the nonjurors upon the death of William Lloyd (1637-1710) [q. v.], the last of the deprived bishops except Ken. Ken expressed to Nelson his desire that the schism should end, and Nelson on Easter-day 1710 received the sacrament from his friend the Archbishop of York (Sharp). He did not join, however, in the prayers for the royal family, and in 1713 he helped to prepare for the press the Jacobite treatise of George Harbin [q. v.] upon 'Hereditary Right.'
Nelson became known during the reign of Queen Anne for his religious writings, some of which were circulated by the Society for Promoting Christian Knowledge. Secretan, in his 'Life of Nelson' (pp. 100-18), gives many extracts from the minutes of the society, showing that he allowed it to have many copies of his works 'at prime cost,' besides taking an active share in the management of its affairs. On the death of his old tutor, Bishop Bull, on 27 Feb. 1709-10, Nelson undertook to write a life, which appeared in 1713. Nelson had been acquainted with Bossuet, to whom he had sent Bull's writings, and a letter written to Nelson by Bossuet in 1700 contained the challenge to which Bull replied