was there a little plastic ptfe tube in the hotend when you removed the original nozzle ?
If so it;s either not there any more or it;s been pushed up the heatblock.

The other thing it might be, is that the new nozzle ha sa shorter thread than the original - not all nozzles are the same.
In fact there seems to be at least 3 or 4 different designs. So just check that.
If the thread on the new nozzle is shorter than you need a longer guide tube.

Basically what's happening is th filament should be guided by a narrow tube to the top of the thread on the nozzle - and for some reason you now have a gap in the feed system before the molten plastic hits the nozzle.

That causes the lump at the end of the filament and really buggers things up - as you've discovered :-)