"A good dirty southerly, some beautiful Wellington wind, and a nice bit of sleet," the Blackburn Rovers central defender told reporters on Tuesday when asked how the Gulf side may be unsettled.
After battling "horrendous conditions" during the 0-0 first leg draw in a sweltering Manama last month, Nelsen said he was surprised at Bahrain's preparations for the match which will earn the winner a place at next year's finals in South Africa.
Bahrain are training in Sydney, where the temperatures are approaching 30 degreed Celsius, and arrive in Wellington late on Thursday.
New Zealand's Metservice has forecast cold and wet weather for Wellington when the match kicks off at 8pm on Saturday.
"I was very surprised because there's a two-hour difference from Australia and the weather's going to be completely different," he said.
ULTIMATE PRIZE
Nelsen, who scored in Blackburn's 3-1 victory over Portsmouth in their English Premier League match on Saturday, went straight to the airport after the match and flew to New Zealand, joining the rest of the All Whites' squad late on Monday.
"It has been excitement for the past month actually since the first leg, I couldn't wait to get back on the plane and get back here for this match," a smiling Nelsen said when asked how he had dealt with the effects of travel.
"Trust me if the game was on the moon I wouldn't care one bit. I'd try to get there and be ready for it."
Nelsen said the squad had gelled together well over the previous four years and while the "ultimate prize" of going to the World Cup was the reward, he would have some simple advice for his team mates before they took the field.
"It is different, no matter what people say, it's not just an ordinary game.
"But when it comes down to it and you're kicking the ball around with your mates and you're 10 years old, and this is the situation you dream about, right here on Saturday.
"I think that's what you have to go down to, to forget about all the pressures and look back at it and say this is why you put in all the hard work."
New Zealand are seeking to qualify for a second World Cup after their sole appearance in 1982, while Bahrain will be attempting to reach the finals for the first time.
