The Lookup function can be interesting to work with. In my experience, it's generally an issue with the data not matching up quite right. 

First, try using the Lookup to just pull a record by ID and hard code the ID. Pull the HeadApproval field you're looking for, but also try it to pull the Initiator column. 

Also, confirm that your columns are actually called Initiator and HeadApproval in the list. If I remember correctly, the Lookup function goes off of the Display Name of the columns, not the System Name. 

It always helps if you include screenshots of your list columns, data, form control settings, etc.

have alook on this

https://community.nintex.com/t5/Nintex-for-SharePoint/Can-I-lookup-a-person-in-a-table-based-on-a-people-picker-drop/m-p/58494/highlight/true#M48349 

Thanks dear,

as per your suggestion I tried by ID and getting below result

Lookup Formula:

lookup('Application Users','ID',1,'Head Approval')

Result:

116;#user2

Please also see the List structure

when I change fomula as below

lookup('Application Users','Initiator',Current User,'Head Approval')

I am not getting any thing just blank result

Hi,
After searching I am able to figure out by using below code

lookup('Application Users','Initiator',userProfileLookup(Current User,'PreferredName'),'Head Approval')

Thanks all of you for help