Mock me once? Eternal damnation. Look up your astrology forecast for fun? Also eternal damnation. Watch the football instead of go to church on Sunday? Believe it or not, eternal damnation.
It's an idiom in English (in American English at least, I can't speak for the other dialects). "Nut" can be slang for a crazy person, e.g. "That guy's a real nut." Other variations are "nutters" or "nut case". A "<topic> nut" is someone who is "crazy" about that topic.
It sort of takes the sting out of the threat when I find the subject of the threat to be laughably unlikely anyway.
Threatening me with sending my soul to hell is like threatening me that an djinn will steal my XboX: I don't believe in djinn, and I don't own an XboX, so it's a moot point anyway.