[Do Nexus Mods work with Ingame mods]

They should work! However, if there's any conflict between two mods, the nexus interface won't be able to tell so you'll have to see it for yourself once you start the game :V

[What are the games which easy to mod even for begginners?]

Pokemon! If you download a pokemon rom, there's tons of resources folks have made to mod it. The first game I modded was Pokemon Firered ^_^