Even though it’s a great knot for creating a smooth transition from line to leader and it goes through the guides of a fly rod quite easily, the nail knot intimidates many anglers. Those who do use the nail knot often tie it with a tool specifically designed for that purpose.
But even if you don’t have a tool, there’s no reason to fear the nail knot. As this great video from Fly Fishing & Dreams shows, all you need is a bodkin or something similar and a modicum of patience. If you position the fly line and both ends of the leader correctly at the start, creating a clean, snug knot is a relatively simple affair.