It is only a matter of seconds after that first puff that nicotine starts to have an effect on your central nervous system, and the rest of your body. Certain areas of the brain, when stimulated by nicotine, help you think more clearly. Other areas of the brain lie in a pleasure center which when stimulated, can make you feel more relaxed and less anxious.
Nicotine also affects the hormones produced by the body which creates a chemical dependency to nicotine and the accompanying craving. Heavy smokers have become dependent on heightened levels of hormones, stimulated by nicotine, which can have an addictive quality. They need a cigarette at certain intervals of time. After the stimulation of the hormones starts to fall, they need another cigarette to bring them back into the comfort zone. If they do not get that cigarette, the craving begins.
source: How to stop Smoking forever