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There is no Incarnation of the Lord who is more important to the fallen conditioned souls as Lord Chaitanya, there is no Incarnation. Lord Chaitanya is none other than Krishna.
We should understand that our Istadeva, our Worshipable Lord is Lord Chaitanya and that is basically the message of Chaitanya Caritamrita.
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No one knew who Sivanenda Sena was. They were calling him in all directions. They found him, they bought him and Nakula brahmacari said: “Your worshipable mantra is the GauraGopala mantra!”
The GauraGopala mantra is Gouranga. But the GauraGopala mantra is also Radha Krishna because Srimati Radharani is Gaurangi and Krishna is the Supreme Lord, so Gaura - Gaurangi and Gopala - Krishna. So Radha Krishna is also known as the GauraGopla mantra. Gouranga is the mantra that Sivanenda Sena was chanting, because all these associates of Sri Chaitanya Mahaprabhu only know one Worshipable Lord: Lord Chaitanya. They only knew Lord Chaitanya. So we should also understand that our worshipable Lord is Lord Chaitanya because we need the mercy....
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So to approach Lord Chaitanya we require Lord Nityananda because Lord Nityananda is the first servant of Lord Chaitanya. It is Lord Nityananda that teaches us to serve.....Lord Nityananda is always the servant of Lord Chaitanya but otherwise He is described
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We find a description how once Lord Chaitanya said let’s have Vyasa Puja and Lord Nityananda was very happy and was making all the arrangements to get all the paraphenalia to worship Lord Chaitnaya. Lord Chaitanya then transformed Himself in the form of Lord Nityananda and in this way it became Vyasa Puja of Lord Nityananda!
There is no difference
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So the name Karuna Nitai is appropriate,
Most Merciful Lord Nityananda. We require that mercy!
(Kadamba Kanana Swami, 2003)