We won't know for sure until we get to study a nomad planet, but there are some basic assumptions to be made based on what we already know from observing planets, dwarf planets and moons within our own solar system and beyond. So let's explore some of the possible attributes of nomad planets.
Could they have day and night? No. As we already know, our daylight is generated by our position in relation to the sun. Without that nearby sun, there is no daylight as we know it. That being said, you can presumably cross photosynthesis off the list, too.
Could they have an atmosphere? Yes, it's entirely possible for a nomad planet to have an atmosphere. In order to maintain an atmosphere, planets must have sufficient gravity to hold onto the gasses and temperatures low enough that gasses aren't broken down and allowed to escape into space. As you look toward the outer reaches of our solar system, even tiny Pluto maintains a hold on its atmosphere. So yes, a nomad planet could maintain an atmosphere, but that's not to say it would be breathable by Earth's standards.
What climate could they have? Let's just say you'll probably want to bring a heavy jacket if you're visiting the surface of most nomad planets. Most of Earth's surface temperatures are dictated by sunlight. Without that sun, things will get pretty chilly pretty quick. But that's not to say every nomad planet will be an infertile chunk of icy death. Most of the Earth's subterranean temperatures come from the forces of radioactivity, friction and pressure working at the planet's center. While their surfaces might be cold, some nomad planets could generate warmer, life-sustaining temperatures toward their centers, given enough mass. If they have a thick enough atmosphere, they even stand a chance of having some warmth at their surfaces [source: Freeberg].
Could they have water? It's a possibility that water -- or more likely ice -- could exist on some nomad planets. Using unmanned robots and satellites, scientists have detected ice on Mars and evidence of ancient liquid water there, too. Farther out in the solar system, Europa (one of Jupiter's moons) is believed to have a surface consisting of ice, covering an ocean of water. If we're finding water on other planets and moons in our own solar system, the likelihood of it existing on some nomad is high as well. Multiply that by up to 100,000 nomad planets per star in our galaxy, and the possibilities grow rapidly.