In fact, it has gone some way beyond what the New Zealand captain could have even imagined.
By establishing himself as a first-choice centre-half and club captain in the Premier League with Blackburn after arriving at Ewood Park in 2005, Nelsen has come to inhabit a world that could not have seemed further from reality when he was growing up in Christchurch.
On top of that, the 32-year-old is now preparing to lead his country out at only their second-ever World Cup, and Nelsen - who Rovers signed on a free transfer from Major League Soccer outfit DC United - admits that as a youngster, he could barely have fathomed the position in which he now finds himself.
"Growing up in New Zealand, you think of the World Cup and you think of English football, and I treated it like Robin Hood," Nelsen said. "It's a fictional place that you will never get to, it's on another planet.
"So to play in English football, and then to get that final win (over Bahrain which sealed World Cup qualification), it is extremely surreal."
Undoubtedly there was a certain fairytale element to the way New Zealand secured their passage to South Africa last November, courtesy of a 1-0 play-off triumph over two legs against Bahrain.
Almost 30 years after his father Kevin had been part of the coaching team that guided the Kiwis to their first World Cup finals, Plymouth striker Rory Fallon netted the winner that ensured their return in a pulsating second leg in Wellington, during which All Whites goalkeeper Mark Paston also saved a second-half penalty.
"They were saying it was the best atmosphere at any sporting event in New Zealand in any sport," said Nelsen.
"It was just an incredible night from start to finish (with) the drama involved in the game.
"The player who scored the goal is the son of the coach of the 1982 team, the keeper saves a penalty - you couldn't have scripted it any more perfectly."
The story is lent further romance by the fact that New Zealand's current coach Ricki Herbert played in defence for the All Whites when they made their World Cup debut in Spain.
After taking charge of the national team in 2005, things have truly come full-circle for Herbert, who Nelsen feels has been rewarded for his simple approach to the job.
"He is just a fairly humble guy from New Zealand who grew up with the game and hasn't really taken any high-level teams," Nelsen said.
"He's got a group of guys who are virtually all quite experienced, and he just knows how to get everybody on the same wavelength - it's not really rocket science.
"He just gets everybody motivated and happy to play, and it's really fun to play."
New Zealand were beaten in all three group games in 1982, including a 4-0 defeat at the hands of Brazil, and this time out, along with matches against Slovakia and Paraguay, they face a daunting challenge in the shape of Italy.
But Herbert's side gave the world champions a run for their money in a friendly last June - taking the lead three times before finally being beaten 4-3 - and there is a growing sense that the All Whites could surprise a few people this summer.
After his recent experiences, Nelsen for one is certainly ready to believe in the improbable.
"Obviously we are rank outsiders in the group, but the one thing I think about our team now is that we are competitive," he said.
"We can be competitive with any team we play against, which might not have been the case in the past, and once you know you are competitive, football is a funny game. We have all seen it and there can be upsets.
"Yeah, we might not win a game - that's just life and it can happen.
"But I know for a fact that it will be extremely tough and very awkward to play against us.
"The Italy game will be incredible. It will be really great to play against them and hopefully Italy are their normal selves and start very slowly and take a long time to get into the World Cup.
"Hopefully the stars align, they have an off day, we have a great day and then - you never know."