Probably because of his placement on the map, Amegakure. Ame has been a major wars one throughout history because it holds borders of the other major countries. So maybe Madara picked him because he knew that Nagato would experience what war was, and knew that Nagato would learn to hate war and want to end it for good. Assuring his compliance. But that's just speculation.
Edit: We mustn't forget that Nagato was implanted with those eyes before his parents died, before he experienced the pain of war.