I have been living in Nevada for the last 4 years. I have a custody order from the state of Texas where my son was born. His father still resides in Texas and has no contact with him what so ever. My question is how do I start the process to change jurisdiction from Texas to Nevada. Do I start in Texas or do I start in Nevada?

Texas has the jurisdiction.

As long as the father is still living in Texas it will have the jurisdiction.
You could ask the father to allow it to be moved

GV and Chuck are correct. Why do you want jurisdiction moved?