Nero is a member of the Order of the Sword.He got his arm by being attacked and knocked out.When he wakes up his arm is in a sleage.What he doesn't know is that he has a demon arm.So Nero leaves from the hospital and fights more demons on his way back.He then goes back to the Order of the Sword and as you know meets Dante as he hops in on the leaders speech.As Dante and Nero fight, he discovers his arm.What he doesn't know that he is an Angel/Demon.He figures it out when Credo tells him that he is and angel and Dante tells him he is a Devil.For the record Nero is not a Dante wannabe,he just has a resemblence to him,if that case Leon Belmont from Castlevania Lament of Innocence is a Nero wannabe.That is all fact and no opinion.You can say I'm wrong or you can say I'm right,doesn't matter because I know what I am.