nothing in particular

Use "nothing in particular" when someone asks what you want, but you don't have any preferences.

English speakers use this phrase because there's a difference between not wanting anything (like when you don't want anything to drink) and not wanting anything in particular (like when you do want something to drink, but you don't have a strong idea about which beverage you want to have)

in particular

"In particular" means "especially". There are a few differences, though. One is that you can't use "in particular" with an adjective, but you can use "especially":

You look especially nice today.

"In particular" comes after the thing that it describes:

Aaron in particular seemed interested in going.