It's a popular thing to pick the race that is native the land that the new TES game currently takes pace in. It has little to do with Nords themselves. I've never played a Nord before, but will be playing one for my first character in Skyrim. A lot of people feel that, for example, a non-Dunmer Nerevarine doesn't fit quite as well. Same goes for a non-Nord Dragonborn.
Several polls have shown Nords to be the most popular choice here on the forums for a Skyrim main character.
I know why for Skyrim, asking for Oblivion.