Fred has a World War I draft/registration record that says that he was born 12 Jul 1881. This record is only one on which I've seen an exact DOB for Fred. Since this is a federal record, I'm going to use this as his working DOB. In the 1917-1918 WWI record, the family is living in Tira, Hopkins County, Texas.
Based on the 1900 census entries (see below), proximity played a part in the marriage of Fred and Cora Maude Burns. They married 13 Nov 1901 in Franklin County, Texas.
I can track census entries:
1900 Cora: Texas, Franklin County, J. P. 2, District 41, SD 1, ED 41, Sheet 5 B
1900 Fred: Texas, Franklin County, Justice Precinct 41, SD 1, ED 41, Sheet 6 A (35)
1910: Oklahoma, Choctaw County, Hugo, SD 4, ED 59, Sheet 8 B (5501)
1920: Texas, Delta County, Cooper, District 48, SD 1, ED 48, Sheet 24 A (2651, 8337)
1930: Can't find the family!
The censuses show the following children:
Pearline Nelson b. 1906 Texas
Lawrence J. Nelson b. 1908 Texas
Olie L. Nelson b. 1913 Texas
Ina M. Nelson b. 1917 Texas
Jesse D. Nelson b. 1919 Texas...SSN 454-26-1694 might be a record of his death...
Alas, this family remains a mystery post 1920. I'll have to peck away at this one some more to see if I can make any headway.