Of course, Cassidy could have an even bigger connection to Nicky. During the premiere, fans couldn't help but notice the weird look Cassidy gives Nicky as she walks by him. As we know, This Is Us never does anything by chance, so some fans are going as far as to say that she's actually Nicky's long-lost daughter. Though Nicky has never mentioned having a family of his own, there are also several years of his life we don't know about. In a flashback with Nicky and Jack, he even adds that he had a house once before moving into his trailer. Perhaps after the war, Nicky did have a relationship with someone before deciding to live as a recluse.