Both triumphed 3-0 in their first round matches at the Alexandra Palace, with Thornton defeating Magnus Caris before Nicholson saw off Co Stompe.
‘The Thorn’ opened the £1 million tournament in style, producing finishes of 130 and 150 twice to conquer Caris with a 99 average.
“It’s not easy to open the biggest tournament in the World,” said the Scotsman, who won the UK Open in June.
“There is more pressure to play well but I’m happy with how it went. I had a few loose darts but I’m pleased to go through.
“It could be anyone’s title this year. In fact, the last three years I’ve gone out to the winner so I’ll have to win it myself!”
Nicholson delivered an assured performance to progress, hitting a 106 in his victory over Stompe.
The Australian will meet Thornton on Friday December 21.
‘The Asset’ said: “I am relieved to be through and that was a big win for me.
“It is the fruit of the hard work I have been putting in but I am going to have to raise my game to beat Robert.
“He has looked increasingly good this year and deserves all the success he is getting.
“I have to go and work even harder now and hope that it pays off next Friday.”
Saturday sees PDC Unicorn World Youth Champion James Hubbard make his debut at the Ally Pally when he takes on Richie Burnett in the afternoon session.
By Chris Murphy
Images courtesy of Lawrence Lustig/PDC