Lord Nandi is the guardian and vahana (mount or vehicle) of Lord Shiva and he is always in front of the Shiva Temples. Devotees pray to Nandi first to get his permission to visit Lord Shiva in temples.

The Significance
Nandi signifies the individual Jiva Atman (Individual Soul) and Lord Shiva is the Parama Atman (Universal Consciousness). The individual soul should be focussed and absorbed into the Universal Consciousness.

Mythology
The poison that came out when churning the oceans (Samudra Manthan) was consumed by Lord Siva for the welfare of everyone. Lord Shiva took the poison into his hand and drank it, the descent of the poison was in turn stopped at His throat, by His divine consort. Siva is therefore also known as Neelakaṇṭha (the blue-throated one) and Viṣhakantha (the poison-throated one). The poison in the throat gave a burning sensation for lord Shiva. Lord Shiva spends his time in meditation (Dhyana). But the burning throat was an obstruction. So he ordered Nandi to sit in front of him and blow some air on to his throat. The air blown on to his throat relieved HIM from the burning sensation. From then onwards, Lord Shiva was always worshipped with Nandi.