Water and Energy and their interrelationship and complexities are required to be minimized if optimal utilization of both can be possible. One of the major factors for achieving a successful nexus between the two most sought after resources of the World is Load Forecasting. The need for energy generation by a power generation unit is required to be approximated first so that water supply and other relevant mechanisms can be adapted. If more load is forecasted you need to use more water and vice versa(in case of hydropower plants). Our first edition of WENexus Letters tries to identify the best models in use and provide you a ready reckoner about load forecasting models.