Никого says of the absence of somebody somewhere. Здесь никого нет.
Некого says that there is no person who can do some actions or who can be an subject for some actions. (those actions described with with word "некого") Некому дать. Некого винить.
Ничего says of the absence of something somewhere. Там ничего нет. Здесь ничего нет. Ничего страшного.
Нечего means that there is no thing that can be an object or subject for actions. Нечего есть. (Nothing to eat)
That also mean that someone shouldn't do something. Нечего здесь ходить (You shouldn't walk here).