Nelsen's form on-loan has suffered a dip since the turn of the year, and has seen his time on the field limited amid a loss of form and injury.
"It's quite interesting for him, the journey he's facing in Germany," Mertesacker told Goal. "The challenges and he's describing it as a tough time.
"Everyday in training there's something he takes on. With a young manager [Juliann Nagelsmann] who really believes in him and gives him chances, sometimes he comes off the bench and makes the difference.
"So for him the next step is really to play regularly, playing from the start.
"That's his next challenge but at the moment he's making an impact coming off the bench, he's getting minutes, he's learning a new culture, a new language.
"I think it's very beneficial to him."