That is a good one. We can say something about it, but what it is must remain a mystery for the time being. It is like gravity in a way; it pulls 2 particles together. It is like electromagnetism in a way; it is much stronger than gravity. But the nuclear force acts over very short distances, so it is not inverse square like gravity or electrical force. The nuclear force is what causes protons and neutrons to stick together in atoms heavier than the hydrogen atom. Neutrons would not stick together at all without the nuclear force, being electrically neutral. Protons would fly apart, being of like charge.
Still doesn't say what it is, does it?