Pounce Interactions with Terrain
Nidalee actually has a surprising amount of terrain that she can jump through: all river walls, most jungle camp walls (thinnest ones), baron and dragon walls, and the Base walls can all be pounced over. To determine whether you will be able to leap through a certain spot, get as close to the terrain as possible then estimate your pounce range. If it is over halfway of the terrain, you should be able to pounce over/through it (this might not be the case for some instances). Also, note that you can close the gap by cutting the corners of any terrain with the same concept.
Auto-attack Reset
Whenever you switch forms, your auto attack timer will reset. For more fluidity and clear/damage speed, before switching stances, auto attack and then immediately switch stances for a double auto (this combined with your Cougar Form Q [Takedown] can be a quick way to finish off a target).
Animation Canceling/Overlapping
Nidalee's pounce is good for more than just closing the gap. It can also cancel the animation of both her Cougar Form Q [Takedown] and E [Swipe]. Scarra elaborates on the importance of champion fluidity in this video, and specifically refers to Nidalee's pounce animation canceling at around 4 minutes.
https://www.youtube.com/watch?v=Ek7GByXkSmU
Hope this helps!