From what I have read he had a romantic notion of Russia and did not listen to the members of the court who wanted to modernize Russia and make some gradual changes. Why was this? Or is this true?
It was in part personal: Nicholas didn't want to end up like his grandfather, Alexander II.
Tsar Alexander II had been a committed reformer. His most famous acts were the emancipation of the Russian serfs (which earned him the moniker "The Liberator"), reforming the judicial system, and implementing the zemstvo system of local government. Alexander had intended to pursue further constitutional reforms, but was assassinated in 1881 before they could be implemented.
The group responsible was an anarchist group called Narodnaya Volya: revolutionary socialists who sought the end of Tsarism. The method of assassination was a bomb thrown at the royal carriage. The Tsar was mortally wounded by the attack: both of his legs had been blown off and he'd lost an eye. He was bleeding heavily and it was clear he would not survive.
One of Nicholas' formative moments was being brought before his dying grandfather in the Winter Palace. It was incredibly traumatic: Nicholas would have been only 13 or 14 at the time, and the Tsar's injuries were horrific. After Alexander II's death, his son Alexander III decided that there would be no more reforms. After all, his father had tried that and been murdered by ungrateful peasants! The experiment had failed: it was time to return to autocracy. Alexander III even went so far as to cancel the pending constitutional reforms that his father had approved.
Source: "George, Nicholas and Wilhelm: Three Royal Cousins and the Road to World War I", Miranda Carter.