Actor Milo Ventimiglia had mentioned in recent interviews Nicky Pearson’s story would be explored further in This Is Us; judging from the sizzle reel that aired at the episode’s conclusion teasing what’s to come in future episodes, it looks like we’ll see Nicky sooner rather than later.
From what we can know from the episode that revealed Nicky, Jack served in the same unit as his brother in Vietnam and was likely there the day his brother died.
Fans had assumed this was the case given that Nicky had only been brought up early in Season 2 and has not been seen in the present day, but there was still a sliver of hope by a few optimists that Jack’s brother was alive and well somewhere.