Large surface area (provides more surface area for exchange to take place)
Thin wall (reduces the distance that materials need to move)
Moist (assists the transport of materials across the exchange surface)
The process that the nutrients move into the villi is diffusion.
Source, TommyIX, 2013
The picture above is a diagram of what is inside the villus. It explains what kind of nutrients is absorbed by the blood capillary which is glucose, amino acids (and can also be nucleotides) and by the lacteal which is fatty acids and glycerol.