No harm done.
Nukes are simultaneously underpowered and over powered. The primary effect of nukes is the huge drop in National unity that they cause, but the most important effect is the destruction of infrastructure and supply in the province they're dropped in. Because all the supplies, fuel, energy, metal, rares, and oil stockpiles are stored on location at the capitol, and are all destroyed by a nuke, a single nuke will practically cripple a nation's war economy and logistics, but only dropped on the capitol. After that, you reach a point of diminishing returns. There's not much point to nuking more than the capitol of an enemy nation, they'll have smaller NU hits outside of the capitol and high victory point locations. You could try to pull a MacArthur and put a belt of nuked provinces behind an enemy army (since it destroys infrastructure) but again, if you hit the capitol and they have a large army, they're mostly going to be out of supply anyway. If you have the research to spare or can get your spies to steal a high level nuclear engineering tech, it can be a phenomenal tool, but its a huge investment. I wouldn't *start* researching it in '42 as the Netherlands, but it can definitely be a war-winner.