I chose the wrong major and applied pgwp after I graduated. Now I want to take a nursing program, but I can't apply for another pgwp.
You need work experience to apply for PR. So you would need to apply for PR under whatever NOC you have at least a year of work experience in. You would apply through FSW / CEC (Express Entry) or you may be able to apply through a PNP program depending on your points and your primary NOC.
Your nursing program may get your more education points. However you won't be able to apply for PR as a nurse without a year of work experience.
If you can secure a job offer as a nurse along with an approved LMIA from your employer, then you could get a closed work permit and then that would open up options for PR. I don't know how hard / easy it is to get a job offer + approved LMIA as a nurse.