I am a new user for nintex. and In Nintex workflow the set variable component is already configured with the source parameter as "Association: Task List". I can't find any reference for that list in the site. So please help me to clear my doubts on this.
I would request you to post this question in the "Getting Started" forum. This section is specific to Nintex workflow on cloud. From the screen shot you attached, you may be using 2010 version. Please specify you environment details as well.