Dr. Nelson graduated from Hattiesburg High School in 1991, received a bachelor's degree, and earned a master of science degree from Jackson State University and a doctor of philosophy degree from the University of Southern Mississippi in December 2003.
During his time at Jackson State, he played football, earning the Southwestern Athletic Conference's 1995 Player of the Year title, Southwestern Athletic Conference's Defensive Player of the Year, and the award the 1995 interception leader. Picasso was inducted into the JSU Sports Hall of Fame. After JSU, Dr. Nelson played two seasons in the Canadian Football League (CFL) with the BC Lions and Edmonton Eskimos.
Dr. Nelson presently serves as the pastor of South 28th Avenue Baptist Church, is a real estate investor who has purchased over 450 properties, and currently has 103 properties in his Picasso Nelson Agency LLC portfolio. He is married to Mrs. Raina Nelson. He has one son –Picasso Jr., and three daughters – Linzee, Lauryn, and Londyn.