What we've been talking about here is having your own OpenVPN server running on your Merlin router. Connecting to a commercial OpenVPN provider's server as a client has a different (much smaller) set of issues.
As an OpenVPN client you want to be sure that the server you're connecting to is in fact Nord . How they authenticate your connection (user/password, CA/cert/key or both) doesn't have a bearing on the security of your tunnel, that's done using encryption. There is an issue with compression that's surfaced recently, and since most everything is well compressed these days anyway, it's best to not use compression unless Nord mandates it.
Some providers have different ports you can use that have different levels of encryption, so choose the one that makes the most sense to you based on a balance of speed vs. security. Which port you connect to is determined by which protocols you want, and whether or not your ISP is blocking traffic on some of them. I personally connect using port 443 (standard HTTPS port), and SSL (stunnel) as the protocol -- there's more overhead but it gives an extra degree of obfuscation.
To sum it up: there's authentication (not really your concern other than it being a valid server -- it's on them to be sure you're their paying customer), encryption (very important to you, so your tunnel is secure) and compression (not as relevant as it used to be, as most traffic is pretty well compressed already).