After Lelouch was stabbed, Nunally touched his hand and his memories were transfered into her, showing her what went down between himself, Suzaku, and C.C. This was how she figured out that he had only been acting evilly to turn the world against him, and had always planned to die as apart of the Zero Requiem. (cue her screaming, crying, and calling the circumstances unfair) This also plays along with the fact that Lelouch might not be dead, considering normal humans can't transfer memories until they become immortal.