Hey and welcome to my small Nunu guide. Enjoy it, try it, vote and comment.

I just start with the big golem. If you haven't runes or mastery yet, ask a teammate to help you, to bash him down. Your teammate have to go away, when the golem has low life, as he will catch a part of your experience.
When you become lvl 6 (you may start before, when you get a good situation or your teammates need one), start your first gank. This is very easy, with the Boots of Mobility.
Run behind the enemy, slow him, with snow blast, and use your ultimate, should be an easy kill. If your teammate, who play solo on top/bot has problems, kill with him the dragon (when your ultimate is ready, use the ultimate near the dragon to start the fight) and help him on the lane. Allways try to keep your buffs up. And don't forget, you can kill baron solo, in the lategame, with full equipment, so your enemies don't know that your team is killing baron. So they wont fall into your back and bash you. But let your teammates place wards/traps near the baron. Maybe they want to kill baron, too, and bash you.

You are a very good ganker. But not for 5v5 teamfights. The enemies will focus you down. So don't play the tank in teamfights. Try to gank in 2v2/3v3, or also 1v1. You can slow your enemy, and damage him with your ulti. If your ulti isn't ready, slow him, activate blood boil and sword of divine to bash him away with your melee attacks.

This build provides good armor at the beginning, what makes jungling with Nunu even easier.

Sell to buy later.

When you see, that your team has no real tank, you may buy items in this order:
Catalyst the Protector
After Sunfire Cape you sell to get

Pros:
- good feed for you and your teammate
- good ganking
- great creepkiller (dragon+baron)
- cheap build
- not unvaried, cause you can replace many melee items, with others
- more fun

Cons:
- not a tank
- sucks, if your teammate sucks (so play premade with friends)
- hard to play, cause you need melee for damage and free spells