Nellie was an animal in a detective novel Data was reading in early 2364 to become more prepared for a Dixon Hill adventure. In the novel, she was an elephant who was taken care of by the elephant trainer Jimmy. (TNG: "The Big Goodbye")
This character was only mentioned in writing.
The pages seen in the episode were actually from the detective novel, The Listening Man, by author John A. Moroso. This novel was published in 1924. Information on Nellie was from pages 82-83.