People have them because they're high in protein, 15-20% by weight. However, of the different nuts, those highest in protein (almonds, peanuts) are also high in fat (40-50%). Which may or may not bother you.
If you're in your first 3-9 months of training, just eat lots; though some nuts like a piece of fruit, protein shake or plain old milk drink 30-90 minutes before training can give you a bit of an energy boost for the workout.
After that first 3-9 months, you may want extra protein in your diet. But the extra fat you get from nuts means you must either not care about fat (eg you're powerlifting, or just want to be "big" all over) or you work a bit harder in the gym, or do some cardio.