In the mahā-mantra—Hare Kṛṣṇa, Hare Kṛṣṇa, Kṛṣṇa Kṛṣṇa, Hare Hare/ Hare Rāma, Hare Rāma, Rāma Rāma, Hare Hare—the word "Rāma" refers to Balarāma. Since Lord Nityānanda is Balarāma, "Rāma" also refers to Lord Nityānanda. Thus Hare Kṛṣṇa, Hare Rāma addresses not only Kṛṣṇa and Balarāma but Lord Caitanya and Lord Nityānanda as well.
(Sri Caitanya Caritamrta--introduction).

In every Vaikuṇṭhaloka, Nārāyaṇa presides with His four expansions: Saṅkarṣaṇa, Pradyumna, Aniruddha and Vāsudeva. This Saṅkarṣaṇa, states Kṛṣṇadāsa Kavirāja in the eighth verse of the Caitanya-caritāmṛta, is Lord Nityānanda.
(Sri Caitanya Caritamrta--introduction).

Lord Brahmā lives only for the duration of one breath, and according to our time scale 4,320,000,000 years constitute only twelve hours for Brahmā, and Brahmā lives one hundred of his years. Yet the whole life of Brahmā is contained within one breath of Mahā-Viṣṇu. Thus it is not possible for us to imagine the breathing power of Mahā-Viṣṇu, who is but a partial manifestation of Lord Nityānanda.
(Sri Caitanya Caritamrta--introduction).

The poetical comparison of Lord Caitanya and Lord Nityānanda to the sun and moon is very significant. The living entities are spiritual sparks, and their constitutional position is to render devotional service to the Supreme Lord in full Kṛṣṇa consciousness. So-called pious activities and other ritualistic performances, pious or impious, as well as the desire to escape from material existence, are all considered to be coverings of these spiritual sparks. The living entities must get free from these superfluous coverings and fully engage in Kṛṣṇa consciousness. The purpose of the appearance of Lord Caitanya and Lord Nityānanda is to dispel the darkness of the soul. Before Their appearance, all these superfluous activities of the living entities were covering Kṛṣṇa consciousness, but after the appearance of these two brothers, people's hearts are becoming cleansed, and they are again becoming situated in the real position of Kṛṣṇa consciousness.
(Sri Caitanya Caritamrta----1:1:94----purport).

Caitanya Mahāprabhu and Nityānanda Prabhu drive away the five kinds of ignorance of the conditioned souls. In the Mahābhārata, Udyoga-parva, Forty-third Chapter, these five kinds of ignorance are described. They are (1) accepting the body to be the self, (2) making material sense gratification one's standard of enjoyment, (3) being anxious due to material identification, (4) lamenting and (5) thinking that there is anything beyond the Absolute Truth.
(Sri Caitanya Caritamrta----1:1:102----purport).

Śrī Caitanya Mahāprabhu is always accompanied by His plenary expansion Śrī Nityānanda Prabhu, His incarnation Śrī Advaita Prabhu, His internal potency Śrī Gadādhara Prabhu and His marginal potency Śrīvāsa Prabhu. He is in the midst of them as the Supreme Personality of Godhead. One should know that Śrī Caitanya Mahāprabhu is always accompanied by these other tattvas. Therefore our obeisances to Śrī Caitanya Mahāprabhu are complete when we say śrī-kṛṣṇa-caitanya prabhu-nityānanda śrī-advaita gadādhara śrīvāsādi-gaura-bhakta-vṛnda. As preachers of the Kṛṣṇa consciousness movement, we first offer our obeisances to Śrī Caitanya Mahāprabhu by chanting this Pañca-tattva mantra; then we say Hare Kṛṣṇa, Hare Kṛṣṇa, Kṛṣṇa Kṛṣṇa, Hare Hare/ Hare Rāma, Hare Rāma, Rāma Rāma, Hare Hare. There are ten offenses in the chanting of the Hare Kṛṣṇa mahā-mantra, but these are not considered in the chanting of the Pañca-tattva mantra, namely, śrī-kṛṣṇa-caitanya prabhu-nityānanda śrī-advaita gadādhara śrīvāsādi-gaura-bhakta-vṛnda.
(Sri Caitanya Caritamrta----1:7:4----purport).

There are offenses to be considered in chanting the Hare Kṛṣṇa mahā-mantra, but there are no such considerations in chanting the names of Gaura-Nityānanda. Therefore, if one chants the Hare Kṛṣṇa mahā-mantra but his life is still full of sinful activities, it will be very difficult for him to achieve the platform of loving service to the Lord. But if in spite of being an offender one chants the holy names of Gaura-Nityānanda, he is very quickly freed from the reactions to his offenses. Therefore, one should first approach Lord Caitanya and Nityānanda, or worship Guru-Gaurāṅga, and then come to the stage of worshiping Rādhā-Kṛṣṇa. In our Kṛṣṇa consciousness movement, our students are first advised to worship Guru-Gaurāṅga, and then, when they are somewhat advanced, the Rādhā-Kṛṣṇa Deity is installed, and they are engaged in the worship of the Lord.
(Sri Caitanya Caritamrta----1:8:31----purport).

One should first take shelter of Gaura-Nityānanda in order to reach, ultimately, Rādhā-Kṛṣṇa. Śrīla Narottama dāsa Ṭhākura sings in this connection:
gaurāṅga balite ha’be pulaka śarīra
hari hari balite nayane ba’be nīra
āra kabe nitāi-cāṅdera karuṇā karibe
saṁsāra-vāsanā mora kabe tuccha habe
viṣaya chāḍiyā kabe śuddha habe mana
kabe hāma heraba śrī-vṛndāvana
In the beginning one should very regularly chant Śrī Gaurasundara's holy name and then chant the holy name of Lord Nityānanda. Thus one's heart will be cleansed of impure desires for material enjoyment. Then one can approach Vṛndāvana-dhāma to worship Lord Kṛṣṇa. Unless one is favored by Lord Caitanya and Nityānanda, there is no need to go to Vṛndāvana, for unless one's mind is purified, he cannot see Vṛndāvana, even if he goes there.
(Sri Caitanya Caritamrta----1:8:31----purport).