A whole bunch of things:
1. abandonment of POSIX shell syntax. We can do better. I'm happy with Zsh being POSIX-compatible, and that will always be there.
2. a focus on structured data. Nu basically has hierarchical dataframes built-in, along with lots of facilities for their manipulation. There have been a few other attempts at this but the benefits are obvious. Rather than figuring out how to `awk` your way through whatever text output a command generates, command output in Nu is structured and everything can be handled in orthogonal ways.
3. modern conveniences built-in, like syntax highlighting, and AFAIK they want to include features like "do something when you cd into a directory" that we currently need more tools for (i.e. direnv, which I highly recommend!)
4. serious technology. The people behind it are experts and JT has been showing off (https://youtu.be/3o8b_QcrFHc) the engine that enables trivially parallelizable loops. No more need for `xargs`.
5. I hesitate to mention "made in Rust" as a feature, but using a modern language for core infrastructure does matter.