In Taleb's story, black swan events have three main characteristics. They are rare, have a large impact, and are retrospectively predictable. We often underestimate the likelihood of such events because we are too focused on what we already know and the normal patterns. For instance, the sudden rise of the Internet was also a kind of black swan event which changed the world in many aspects like business, communication, and entertainment.
Perhaps Nicholas is a local in Manhattan who has a special Christmas every year. He could be someone with a big heart, always spreading Christmas cheer around the neighborhood. He might be a shopkeeper who gives out freebies to kids during the holiday season, or a musician who plays Christmas carols on the street corners.
The story changes our view of risk by showing that rare events can have a disproportionate impact. Before, we might have focused on more common risks with smaller impacts. But Taleb's black swan concept shows that we should also consider the small - probability but high - impact events. For example, a single virus mutation can lead to a global pandemic which was not really considered a major risk in the past in terms of its global impact scale.
I'm not sure what novel or work you're referring to, but in some novels, there might be a situation where the character's name has Nicholas in it, which is not necessarily a joke. For example, Nicholas Omandievich Sakhalin was a character name that appeared in A Song of Ice and Fire. If you have a specific novel or work title, I can provide more information.
It depends on the specific details and sources. Some aspects might be based on real events, but there could also be exaggerations or fictional elements.