How effective this choice is may depend on the characteristics of your name. How distinctive is your last name? If you have a very rare last name, going by two names is unlikely to confuse search results or people. Also, does your nickname start with the same initial as your full name?
Some colleagues I've known with very common last names make it a point to use the same form of their name everywhere, and create online resources (personal web page, LinkedIn, Google Scholar Profile, Orchid, etc.) that explicitly connect all their work together (especially when a journal or a citation format just uses initials + last name). (See, for instance, this question from an academic with a very common name.)
If you feel comfortable with your nickname in professional circumstances and it does not have negative connotations, I would encourage you to keep doing what you plan and set up some sort of web presence that explicitly makes the connection. Your CV should also reference your nickname, and including both in your email signature (as user153812 suggests) is a great idea.
EDIT: Given what you added about the previous papers being from an REU and being open to using your nickname professionally, you can also just opt to publish that way. It feels nice for even new colleagues to use the name I feel connected to. Your institution will not care. (Source: My institutions have not cared about my nickname. It's sometimes slightly annoying for people to look me up in the system for admin reimbursements, etc., which has my full legal name, but it's usually just a matter of writing on a form: "Nickname (Fullname) Lastname.")