Pros:-fast and quick dps
-heal
-amazing escape artist
-great early lvl harass
-great ganker
-No mana needed for cougar
-extremely mobile!
-amazing ganker
-hard to gank

Cons:- No AoE (area of effect) attacks until lvl 6
-most of her spells will deal pitiful amounts of damage
-squishy until you get frozen mallet
-cant initiate
-hard to master, but once you do.... :)

Early levels 1-9
Mid lane is always good because of your javelin toss is an amazing nuke when you can get it at max distance which can easily lead to first blood or just a good kill. Run around, harass, be a pain in the @$$, you get the point. Try to get sheen before 6, because it improves the damage you deal significantly, and also gives a minor buff to your other skills

Mid and Late Game:
Your Heal will be important to push a lane, it gives attack speed and heals you, so you'll be able to stay in lanes and gank much longer. Place traps in every brush near you, so no one can gank you!

COMBO!
Nidalees combo is

Javelin Toss, Cougar, Pounce, Swipe, Takedown, Auto Attack, Pounce, swipe, Takedown. repeat if necessary.