The theoretical understanding of the nematic state of iron-based superconductors and especially of FeSe is still a puzzling problem. Although a number of experiments calls for a prominent role of local correlations and place iron superconductors at the entrance of a Hund metal state, the effect of the electronic correlations on the nematic state has been theoretically poorly investigated. In this work we study the nematic phase of iron superconductors accounting for local correlations, including the effect of the Hunds coupling. We show that Hunds physics strongly affects the nematic properties of the system. It severely constraints the precise nature of the feasible orbital-ordered state and induces a differentiation in the effective masses of the zx=yz orbitals in the nematic phase. The latter effect leads to distinctive signatures in different experimental probes, so far overlooked in the interpretation of experiments. As notable examples the splittings between zx and yz bands at Gamma and M points are modified, with important consequences for ARPES measurements.