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I want to start a Daemon army, but I'm unsure which faction to go with. At the moment I'm drawn to Nurgle,and I would really appreciate if some members would share their experiences if they play any of these Daemons.

Nurgle is good, but I might be a bit biased. Look at the lore and models and see what you like the best? Or if you are wanting a certain kind of army play wise, best thing to do is proxy before you buy anything.

The main thing to keep in mind about Daemons is that each unit is highly specialised, with the exception of Screamers.

Nurgle for example is;
a) Slower due to it's 'slow & purposeful' rule and typically have lower initiative as well
b) The most outright resiliant with higher toughness + shrouding and the ability to gain FnP through Heralds
c) Eats high toughness for lunch due to everything having Poisoned 4+ attacks (well, except Nurglings)
d) Have psykers with access to Biomancy for added resiliance

Meanwhile, Slaanesh in general is;
a) Stupidly fast! Like their cavalry can keep up with fast skimmers for feth's sake! Oh, and they have I5 or higher.
b) Good at killing hordes & TEQ's thanks to Rending.
c) The squishiest with T3 or 4 on most units but with no added benefit like Tzeentch daemons who can potentially re-roll some failed saves.

So when you build a mono-god army, you're actively handi-capping yourself since your specialists of choice will have at least one huge, glaring weakness to account for.

What I like to do myself is play a mono-god, (Tzeentch is my true master), but I'll convert other units to fit in with the Tzeentchian theme. for example, I'm currently working on converting a unit of 'Changebringers' (Flamers riding Discs of Tzeentch) which in-game will use the rules for Nurgle Plaguedrones.
This also gives me the added benefit of adding in a Nurgle Instrument to call of an un-happy gand-pappy who might try to stomp on one of my proper Tzeentch units!

Daemons are all about synergy. Unlike Marines or Guard, you can't really multi-task your units to cover various roles, outside of those Screamers who are pretty much a swissarmy knife.