Learn Italian: Non ha nessun senso, non c'è niente da capire. - It makes no sense, there is nothing to understand.

The adjective nessuno drops its final 'o' before a masculine noun following the exact same rules as the article un. Because you would say un senso (since the 's' is followed by a vowel), you use the shortened form nessun. You only use the full word nessuno before masculine nouns starting with 'z' or an 's' followed by another consonant, like nessuno sbaglio.

Why are there two negatives (non and nessun) in the first clause?

Italian requires a double negative when words like nessuno (no) or niente (nothing) come after the verb. To say 'it makes no sense', you must put non before the verb and nessun after it. You can see this happen again in the second half of the sentence with non c'è niente.

Why use the verb avere instead of fare for 'makes sense'?

While English uses the verb 'to make' for this expression, the Italian idiom is avere senso (to have sense). You will never use fare for this phrase in Italian.

Why is the preposition da used in da capire?