That's because you had some sort of formatting errors that the previewer was forgiving of but the Nook device was not. If you know enough HTML and CSS to make your own epub file, you can run the HTML through the W3C Validator and later the epub file through Epub Check to make sure there are no errors in either prior to uploading the epub file. Unfortunately there is no way to validate the mysterious Word doc code, and there are nearly always things in it that do not transcode well to HTML. For instance code for italics will often times get placed outside of paragraph tags when they should go inside them and that sort of thing. Thus, relying on any kind of Word based transcoder to make your epub or mobi files is a risky proposition at best.
If I couldn't figure out the problwm in Word, I would open the Word doc in NotePad to strip out ALL the formatting, save as plain .txt and open that in Word to begin reformatting again, but keep it simple.
1) Keep ALL your text in the same font. 12-pt Times works fine.
2) Most e-readers can also handle a monospaced font, so Courier can also be used and will transcode fine.
3) You can use different font sizes, but don't use any bold or italics until after you've saved the file to HTML. Open it in NotePad (or whatever) and apply bold and italics there using simple <i> & <b> tags.
4) Keep everything ragged left from the beginning except for centering titles. The main thing is not to try to align right and not to justify anything.
5) Stay away from headers and footers in Word docs. They almost always cause problems.
6) No indents. Let the transcoder make them, so just keep everything in block format like a web page.
7) Ingest large quantities of coffee.
