Let's get one thing straight: he may be a war boy, but Nux has it far from easy. He's sick as a dog, thanks to the radiation poisoning that now seems to plague the world. And he keeps mucking things up, which doesn't exactly earn him Immortan Joe's favor.
Nux begins Fury Road in a rather vulnerable place: ill and hooked up to a blood bag (um, that would be Max) for a transfusion. He's got tumors, and probably a number of other things wrong with him, but hoo boy is he raring for a fight. When he hears that Furiosa has made off with the wives and the War Rig, he wants to be a part of the war party that heads out to bring them back, so he decides to take his blood bag (once again—a human being) along for the ride.
You're probably wondering: why, if he's so stinkin' sick, does he want to join a war party?
Shiny and Chrome
Well, it all comes back to his (not so) immortal love for Immortan Joe. In that sense, Nux is a pretty good lens into the society that Immortan Joe reigns over. He's not just a feudal warlord, controlling resources and doling out basic needs like, say, water, as if it's gold. Immortan Joe has created an entire culture—almost a religion, even—around himself. It's a classic cult of personality.
Nux is a perfect demonstration of the ways in which Immortan Joe controls the War Boys—and all the other denizens of the Citadel, for that matter. Nux believes that if he sacrifices himself for Joe's aims—if he loses his life in pursuit of Furiosa, for example—it will be okay, because he will go to Valhalla, and "die historic on the Fury Road." We see this devotion and belief in all the other war boys, too, but Nux is our way in.
Need proof? Just check out how excited he gets when he thinks that Joe merely looks at him. That's some hero worship right there.
"Feels Like Hope"
But Nux, in the end, proves himself to be quite different from all the other war boys. Sure, he doggedly pursues Furiosa and the females, risking life and limb to return them to Immortan Joe's clutches—at first. But that all changes when Angharad dies.
Yeah, it probably seems weird that the death of someone he probably barely knew (if at all) would affect him so much. But here's the thing: Nux believes it's his fault that Angharad died (because his blood bag—Max—was driving the War Rig at the time she fell off), and that means he's failed his hero. At this point, he knows he can never go back to Immortan Joe. He's reached the point of no return, and that leads us to this exchange, between Nux and Capable:
CAPABLE: What are you doing here?
NUX: He saw it. He saw it all. My own Blood Bag driving the Rig that killed her. [Nux hits his head repeatedly on the floor.]
CAPABLE: Stop doing that. Shh… Stop.
NUX: Three times the gates were open to me.
CAPABLE: What gates?
NUX: I was awaited in Valhalla. They were calling my name. I should be walking with the Immorta, McFeasting with the heroes of all time.
CAPABLE: I'd say it was your manifest destiny not to.
NUX: I thought I was being spared for something great.
Wise words, no? Of course, there's a bit of irony in what she says, too. After all, Nux does die historic on the Fury Road, by sacrificing himself to overturn the War Rig and shut down the pass behind him. It's just that he does it for totally different reasons than he originally intended. Instead of fighting to preserve Immortan Joe's corrupt power, he fights to free the women and take back the Citadel from its oppressive ruler. He gets fame and glory, sure, but more importantly, it's for a righteous cause. And he's proof that Immortan Joe's reign of terror isn't total—a man can change his mind.