[Incredibly, Nero's not even thinking about the loss of his arm at the moment. He's focused further back, to that day in the woods and the troubles that followed.]

I got hurt, saving Kyrie and some kids from a demon. Slashed my arm up pretty good. Then instead of healing the wound... changed. Turned weird colors, and started to spread until it overtook my whole arm. [He does not feel a particular need to describe the specifics of how it looks. Vergil's seen it.]

At first, I thought I got infected with something. Totally thought I was gonna die. Then I realized it was demonic. I just... felt it and knew.

[Which was, at the time, worse than thinking he was dying.]

I thought I was turning into a demon. I was really scared, and I knew the Order would freak out if they knew. So I pretended my arm was still hurt, wore a sling, and learned to fight one-handed.

[He was too frightened to tell even Credo or Kyrie. Especially Kyrie. And at the time he knew he wouldn't be able to hide it forever. Fortunately, his instincts back then had been correct; if Order freaks like Agnus had found out about his powers, at best he'd have been thrown in a cage and experimented on. At worse, plugged into the false Savior as a battery much, much sooner.]