Nicolai Eghorst started playing the clarinet at the age of 10. He started his musical education in Tivoli-Garden from 1995-2001, first on marching drum and then clarinet, where he had Tore Othmar Poulsen and Per Majland as teachers. He finished his time at Tivoli-Garden by being a conductor.

In 2001, Nicolai was awarded the Gold Medal in Berlingske Tidende's classical music competition, and the same year he was admitted to MGK at Sankt Annæ Gymnasium, where he studied for 2 years with Tore Othmar Poulsen, and then in 2003 began his studies at the Royal Danish Music Conservatory at Jørgen "Misser" Jensen's.

In March 2006, he won 1st prize in the soloist competition "Øresund soloist", where he was then involved in a large number of concerts in Denmark and Sweden, e.g. with the Diamant ensemble. In July 2006 he participated in the Copenhagen Summer Festival, and in September 2006 he was awarded Jacob Gade's large scholarship of DKK 100,000. In the academic year 2006-2007 he studied at the Hochschule Musik und Theater in Zurich with Prof. Fabio di Càsola. In April 2008, Nicolai won the position of 2nd solo clarinetist in Sønderjylland's Symphony Orchestra, and the following month he took his diploma exam from DKDM with the highest grade.

Nicolai has been a soloist with various orchestras, incl. DR Radio Symphony Orchestra in October 2006, and he has taken lessons and had masterclasses with the following international clarinetists: Martin Frøst, Michell Arrignon, John Kruse, Hans Christian Bræin, Lee Morgan, Phillip Berrod, Søren Elbo, Ron Chen-Zion, Felix-Andreas Genner and Elmar Schmidt.