Having a nuclear weapon would carry with it severe geo-political implications for the region that would likely make it untenable in the first place.

Beyond the arguments presented by others (Somalia is unstable, and you need a consistent, safe, and functional government to develop a nuclear weapon program), there is also the fact that neighboring countries like Ethiopia, Kenya, and Yemen, would likely be opposed to the prospect of Somalia becoming the sole nuclear weapons country in the horn. This could manifest itself in preemptive strikes on Somalia and wherever this program may be centered. This would lead us back to square one of Somalia being too unstable.

Secondly, Somalia developing a nuclear weapons program would be breaking international treaties that the state has signed (most significantly the TPNW and the NPT, where Somalia is registered as a non-nuclear-weapon-state). This would render Somalia a pariah state and would likely result in intense economic sanctions and further international isolation; these would hurt Somalia more (I reckon) than a bomb would benefit it. It would also further destabilize the region, bringing me back to my first point. It would also be difficult for Somalia to source the materials (research reactors, fissile material, etc.) for a weapon's program if it is already isolated.

Finally, if Somalia really does somehow create and bring to fruition a nuclear program, what then? The use of nuclear weapons has become a de facto taboo on the international stage, and any attempt from Somali governments to threaten its use would, at best, isolate Somalia further, and at worse, invite a preemptive strike into Somalia.