paris to Nice

Closer to what? No need to involve airports if you're taking the train.

Trains from Paris to the south of France (including Nice) leave from Gare de Lyon, in the city centre.
There are some trains from Charles de Gaulle, fewer than from Gare de Lyon, that only makes sense if you are flying in to that airport on the same day.
No long distance trains from Orly.

Thank you. we are flying in from Philadelphia that day. So, perhaps we can get the train from CDG directly too Nice.

Not sure about "directly". From either Gare de Lyon or Charles de Gaulle you may have to change, for example in Marseille.
But, depending on time of day, from Charles de Gaulle you may not have to go into central Paris.

The standard warning: If flying in from outside Europe, and then catching a train, either buy the ticket when you arrive (because you cannot predict when you will get out of the airport), or if you buy a discounted advance-purchase ticket, be sure to allow enough time buffer for possible delays (3 hours +). Discounted advance-purchase tickets are only valid on the train listed on the ticket, if you miss the train, you need to buy another (full price) ticket.

https://en.oui.sncf/en/

You can look it up for yourself using Roissy Charles de Gaulle as your starting point. Frequent departures, changing in Marseille.
Most trains from Gare de Lyon go through Marseille to Nice but those trains cannot go high-speed along the Mediterranean coast (none can, because of the tracks).
However, if you are travelling after a trans-Atlantic flight arrival, I suggest looking into a connecting flight to Nice. It does not necessarily have to make the connection in Paris. It should be faster and with less stress, checking your luggage straight through. If you intend to spend time in Paris, use a multi-destination search function to fly to Nice, train back to Paris and home from there, for about the same price as a simple round trip.

Thank you very much. that makes sense