If this is your first script, look at other codings, how others code, read manual /help /command and more, but as this is your first snippet, i will help.
;#### START ####;
on 1: load {
.echo -a QuickNick by hellflame loaded. Thanks for using.
.echo -a Commands: /setnick /setafk /setfood /setgame
;Always try to get as short as you can.
.set %mainnick $??=\"Please enter you main nick:\"
.set %AFKnick $??=\"Please enter you AFK nick:\"
.set %FOODnick $??=\"Please enter you FOOD nick:\"
.set %GAMEnick $??=\"Please enter you GAME nick:\"
}

alias setnick {
/set %mainnick $?
/echo 4,1main nick set
}

alias setafk {
/set %AFKnick $?
/echo 4,1AFKnick set
}

alias setfood {
/set %FOODnick $?
/echo 4,1FOODnick set
}

alias setgame {
/set %GAMEnick $?
/echo 4,1GAMEnick set
}

menu * {
Change nick
.Normal:/nick %mainnick
.AFK:/nick %AFKnick
.Food:/nick %FOODnick
.Game:/nick %GAMEnick
}

Second, easier way:
menu * {
Change nick
.AFK:/nick $me $+ [AFK]
.Food:/nick $me $+ [FOOD]
.Game:/nick $me $+ [GAMING]
}