There are a number of different portals through which you can access NASA data. Different interfaces will allow you to subset the data in different ways or even interactively view the data you’d like to download. You’ll need to register with NASA, regardless of which interface you choose to use, but registration is quick, easy, and, again, free.
NASA has put together a detailed primer on how to find and visualize nitrogen dioxide satellite data.
Below are instructions to download NASA data from various sources including GES DISC, Earthdata, and Simple Subset Wizard. GES DISC, Earthdata, and Simple Subset Wizard each use the OMI-Aura instrument as an example, but the instructions hold true for whatever instrument you’d like data from. A pdf version of this tutorial is available here. You can download Simple Subset Wizard here.