For me, that's the most striking difference, that sets it apart from atheism or agnosticism. Once you acknowledge that you are nobody's creation, no actor in anyone's great plan, and no all-seeing, all-knowing entity judges your actions, as you stumble through this incredibly beautiful universe where creation, design, and art are at your finger tips, what are you but a god?
On thing I keep thinking about is whether nihilism is a religion. In a sense it is, as it has given me peace of mind in ways that I previously thought were only possible through religion. It is also not entirely free of belief, as nihilism requires you to believe that none of the things that other religions construct to comfort their followers exist. What makes it so attractive to me is that it will never force you to believe in anything that contradicts Occam's Razor. It's entirely up to you to make as much sense of this chaotic universe as you can handle. And that's where the counterarguments for nihilism being a religion start.
Nihilism does not give you any hope. In all religions that I know anything about, hope is a central goal. One might even argue that it is the reason why religions exist at all. Hope gives people the ability to continue living, despite all the pain and suffering that living entails. Nihilism taught me that hope is an illusion, just like pain and suffering are. I met some missionaries for Christianity recently, who asked me what gave me hope. They looked shocked when I told them that I don't need hope. I don't blame them. I stand by my words that I wouldn't recommend nihilism to anyone and living without hope is certainly one of the most difficult parts.
But you know what's one of the good parts? If you really think about what the nihilistic equivalent of a god would be, you'll find that it's you. The single most powerful being in your own reality, the creator of all concepts, the lead strategist, the judge of all actions ... is you. Obviously, you're not omnipotent, you're not the one who created the universe and you're not in charge, but nobody is. So if any of these things were requirements to be a god, there is no god, which would then also be a completely valid statement.
And this leads to my whole point: All concepts are created by us. Words are just what we make them to be. It does not matter if you are a god, just like it does not matter if nihilism is a religion. But by creating these concepts and smashing them into each other, you can express your godly powers. Because concepts are the fabric of your reality which you are weaving.