At the age of 26, he moved to the Navajo Nation in New Mexico, where he later taught school. Nicolay is a poetry enthusiast and has translated poetry and fiction from French. He has been active in youth poetry slam movements.
Nicolay spent time as an active caver and archaeologist. He used the name Ana Kai Tangata, a cave he had studied on Easter Island, for the title of his first book of collected short fiction. The cave's name is associated with cannibalism in the Rapa Nui language.
Selected bibliography
Ana Kai Tangata (2014), collected short fiction.
"Do You Like to Look at Monsters?" (2015), short story, recipient of the World Fantasy Award for Best Short Story.