Nicolson was popular in society, being known for stories and songs, such as the British Ass and Highland Regiments. He wrote: I would rather be remembered as the composer of one good song, than as the writer of many respectable and superfluous books. His interest in climbing has seen him called arguably the first modern mountaineer. He was a pioneer of climbing in the Cuillin hills of Skye, and in 1873 made the first recorded ascent of Sgùrr Alasdair, their highest peak, which is now named after him (Alasdair being a Gaelic form of Alexander). A member of the Scottish Mountaineering Club he is also credited with the first recorded ascent of Sgurr na Banachdich and Sgurr Dubh Mòr with the guide, John MacKenzie and with a possible winter first ascent of Sgurr nan Gillean. Credits for first ascents of British hills are very rare. He was also a keen athlete and a volunteer.