Did you miss the part where he asked Mary to look into Nicole to try and figure out what is going on with her? Because she did and that's how she found out.
No, I replayed it four times now because I thought it might have missed something.
The MC tells Mary to look into Nicole
"In general i know nothing about Nicole, she's the only one that want's nothing to do with me. From what Lisa told me she might be a gang member or something. Maybe you can establish something that will help me to convince Nicole I have no bad intentions towards her. Or maybe we can get some information that will
allow me to black mail her a little bit."
They don't talk about Nicole again till the next day. Hell, Mary and the MC don't talk about anything till the next day.
The next day the conversation is "Keep doing what you're doing. Find out who is blackmailing Nicole and why..."
The whole step where they discover Nicole is being blackmailed is ignored.
In the grand scheme it's not really a big issue, but i was just pointing it out. I'll just pretend in my mind that Mary told him the night before when they went to bed, it just wasn't shown.
There is a similar discrepancy the story about his leaving. He tells Lisa and Jenni the same story exactly word for word, but the version he tells his ex-girlfriend is slightly different. Same overall idea, but just slightly different. Like Lisa it was a few days after the death of his friend that Linda ran him out of town. The ex he tells her it was the same day it happened.