During training last week head coach Bryan Easson and his players had worked on getting off to a quick start versus Italy at Scotstoun on Saturday, but it was the visitors who started strongly.
They were 12-0 up after nine minutes and that left Scotland an uphill task for the next 71 minutes.
To their credit, the hosts did get back to 12-10 down in the 39th minute, but tries either side of the half-time whistle put Italy in control and they never looked back to win the Pool A clash 41-20.
The Scottish tries came from Lana Skeldon and Emma Wassell with centre Nelson kicking 10 points.
With France defeating Ireland 56-15 in Pool B also on Saturday, it means on Finals Day this coming weekend England will play the French for the title, Italy will take on Ireland for third place and Scotland will host Wales for fifth place.
The squad have a bit of soul searching to do before that important Scotstoun game and 26-year-old Nelson said: “We talked a lot before the game about coming out firing in those first 20 minutes and the first thing we did was let in two tries.
“I just feel at times we are shooting ourselves in the foot, we are working hard, but it is just quite naive mistakes that are putting us on the back foot and at this level teams will take advantage of that and score points against you.
“We let in a number of soft tries and you just can’t get away with at this level.
“Wales are a team that we know quite well, they have had a tough Six Nations so far, so we will focus on ourselves and get ourselves right for that game.
“I do truly believe that if we go out and play like we know we can then we can compete, we can’t feel sorry for ourselves, we just have to put the mistakes right.”
Meanwhile, Ireland missed out on a place in the final against England after France proved too strong for the hosts in Dublin.
A 45-0 victory over Wales last weekend boosted hopes Adam Griggs' side could progress from Group B as winners.
But France ran out 56-15 winners, with Caroline Boujard, Emilie Boulard, Safi N'Diaye and Cyrielle Banet all crossing in the first half, while the visitors were also awarded a penalty try.
Boujard and Banet touched down again after the interval, while Romane Menager grabbed a try midway through the second period to ensure it was France who would meet England to decide who is crowned Six Nations champions.
Ireland fought until the end and gained reward when Emma Hooban went over late on to add to Cliodhna Moloney's earlier try, but they had to settle for a spot in next Saturday's third-place play-off.