Nyx Assassin is a versatile melee agility hero. He is capable of fitting into numerous roles, including mid lane ganker, offlaner, and support. In competitive Dota he is typically played as a hard support hero - a trend which has risen in populairty in public matchmaking since its inception.
Skills
Skill and max Impale first.
Skill Mana Burn second. Usually max it last, but you can max it first if you want to heavily harass an enemy intelligence hero(es).
Skill Spiked Carapace last but usually it's maxed second.
Always get your ultimate, Vendetta (levels 6, 11 and 16) and look to gank with it.
Your typical combo is Vendetta > right click > Impale > right click > Mana Burn.
Items
Starting Items: Courier and/or Observer Wards, a set of Tangos, Healing Salve, 3x Iron Branches.
Early Game: Flying Courier, Observer Wards, Boots of Speed, Magic Wand.
Core: Arcane Boots, mobility item (either Force Staff or Blink Dagger).
Luxury: Drums of Endurance, Necronomicon, Vladmir's Offering, Scythe of Vyse, Dagon, Ethereal Blade.
Situational: Sentry Wards, Gem, Dust of Appearance, Smoke of Deceit.
