Lore,
Freljord is an unforgiving land covered in snow and ice. Travel, especially in the winter, can be very dangerous. The elements often claim even those who have spent their entire lives there. The boy known as Nunu is defined by such tragedy. One day when he was a young child, Nunu rode on his father's back as they returned from a trapping expedition in the mountains. An unexpected blizzard came upon them, forcing them to seek refuge in a cave. The tempest was the worst in countless years, and it lasted for days. Nunu's father left to find food, but he never returned.

The blizzard eventually cleared, and the young child lay dying on the mountainside. Fortunately for Nunu, this was the land of the yetis, who are powerful beasts with whom Nunu's father had secured and arrangement for safe passage. A young yeti boy named Willump found Nunu and brought him home. From then on Nunu was raised by the yetis, whose culture remains a mystery to most Runeterrans. The boy quickly discovered that the seemingly savage creatures were in fact deeply spiritual beings living in harmony with their environment. They are very territorial and unafraid of defending themselves if called upon to do so. The yetis have watched the rest of Valoran, and they can smell the change on the wind. When the League of Legends was formed, the yetis knew they needed a champion. Riding his brother Willump, Nunu became that champion. Those who follow the League know that the boy is mature beyond his years, but, while he appears human, his mind is that of his adoptive kin.

If this is him now, imagine what Nunu will be like when he grows up!

Runes
They aren't the MOST important thing on this build but pretty darn important. I personally use 9 Greater Marks of Insight 9 Greater Seal of Force 9 Greater Glyph of Focus and 3 Greater Quintessence of Fortitude. These Runes are good early and late game the extra AP late game helps and the early game extra AP tends to help more then flat AP runes.

Masteries
For my Mastery tree I use 9-6-15. This helps because the Magic Resist / Armor for the Golem is proven very helpful in surviving Blue Buff with Doran's Ring.

Well, if your jungling Nunu its practically impossible to do without Smite. So get Smite and Ghost

Other Options for Ghost
Flash- great for escaping
Teleport- Great for going places around the map. Especially if you buy wards.
Ignite- Also a good choice if noone else on your team has it.
Exhaust- Great for Chasing/Running.

Useless Options
Rally- Nunu doesnt need AD
Revive- Revive once every 9 minutes.
Clarity- Nunu has no Mana problem if you have a Catalyst
Heal- Nunu practically has a heal already.

Start off with a Doran's Ring and go to base when you can buy a Catalyst The Protector. When you jungle Nunu you can easily do a regular build with him. Get Move Speed 1 Boots. When you have enough for a Blasting Wand / Rod of Ages go back for that. When you get done with your Rod of Ages finish your boots either getting Mercury Treads or Sorcerer's Shoes. I preferably use Merc Treads for the Tenacity/Magic Resist. When you get done with your Shoes get a Banshees veil starting with the Negatron Cloak since whenever you level up you already gain health + mana back from your Rod of Ages. Finish your Banshees and build a Morello's Evil Tome for the Cooldown Reduction. Get a Rabadon's Deathcap. Finish your build off by selling your Doran's Blade and buying a Zhonya's Hourglass for the Armor and Active.

Once you buy your Doran's Blade go to blue buff and wait for it to spawn. When it does attack the Golem before you Consume it. Do this because you will gain life back that you lost instead of not having consume up if you initiate Golem with that. Go to Wolves. Wraiths. Twin Golems and if you dont have enough mana/hp dont go for red yet. Go b and get red. you should be able to Gank Top, Mid, or Bot by this time, so wait in your bush and have your Ice Blast ready.