I've watched a couple of Bilbao games now this season and he's jumped off the screen. The big things I have loved are:
-Rapid pace (he's in the absolute top tier for pace and would instantly be our most explosive runner)
-Two-footed ball striking (both with shooting and deliveries into the box - he's night and day better than similar players like Doku)
-Has already played more than 5,500 top flight minutes in La Liga for Bilbao as a 21 year old
-Works hard defensively and would fit in well with our press (he used to play outside back when he was younger)
I feel like comparing him to Zaha is a little lazy. Zaha has never worked as hard as Nico does off the ball and his creation numbers pale in comparison. Nico is currently second in La Liga in Goal Creating Actions with 18 (Savio leads with 19 for Girona) and leads the league in GCA/90 at 1.05. He's also in the top 10 (7th) in Shot Creating Actions with 91 and is ahead of players like Griezmann, Rodrygo, his brother and Kubo.
Compared to someone like Rafael Leao, his numbers look very similar to Leao's at the same age (21), which was the season before Leao really broke out as a 22 year old in Milan's title winning season. I feel like we are at a similar spot with Nico and he would add qualities to our squad with his game breaking speed in transition as well as his 1 on 1 ability against settled blocks where we need individual brilliance to create chances.