Mars' (almost non-existant) atmosphere is mostly CO2, and you could use that, except that a CO2 level above 10% is lethal for humans and at 10%, it's still too oxygen rich.
Nitrogen has the advantage that it's inert and non-lethal.
However people can wear breathing masks when outside of buildings. Plants cannot. Most terraforming proposals focus on supporting surface plant life, and plants thrive in high-CO2 environments. These proposals involve toxically high (for humans) level of CO2 in order to support lush plant life. Once the O2 and temp gets high enough, people can survive on the surface without space suits, so long as they carry a bottle of oxygen and a breathing mask.
Longer-term, atmospheric pressure could be supplanted with a couple of Kuiper Belt objects consisting of frozen nitrogen and organics. Let it burn up in the thickening atmosphere and contribute to the developing pool of gases.
Which requires supply from somewhere. How far you can go with ISRU depends on how big the colonisation development gets.
But even without access to such deposits, fixed nitrogen in the form of ammonia could be brought from earth in sufficient quantities to support each settler. Organic waste would be composted and thus the nitrogen recycled with very little loss. N2 waste produced by decomposition would be recaptured by the atmospheric regulators, and either fixed by certain plants brought for that purpose, or industrially fixed by an arc or Haver-Bosch process in the bigger cities.