I don't know much about Nyx or her history, but there are some general ways to honor deities. If you choose to meditate on a regular basis, say some chants that honor her. You can find them online, but i would suggest making them up yourself, to show a true dedication to her.
Carry around stones that correspond with her energies. Burn incense composed of herbs sacred to her. Burn candles of her color. Things like that.
The best way however, is to preform an invocation, being as it is the closest way to become touched by a deity.