The New Zealander, who moved to Spurs last month, reached two semi-finals with former club Blackburn Rovers.
"I've been to three semi-finals, two of them in the FA Cup, so it would obviously be nice to push on," he said. "I've had a bit of a taste of it and have come so close to getting to a final so I feel I've got a bit of unfinished business with the competition.
"This squad is good enough to go on and win it, and I know it's a priority here. But we'll be taking this game seriously because it's going to be a very awkward one."
Nelsen made his Tottenham debut as a substitute in Saturday's 5-0 thrashing of Newcastle United.