The nucleation process is crucial to many phase transitions, but its kinetics are difficult to predict and measure. We superheated and melted the interior of thermal-sensitive colloidal crystals and investigated by means of video microscopy the homogeneous melting at single-particle resolution. The observed nucleation precursor was local particle-exchange loops surrounded by particles with large displacement amplitudes rather than any defects. The critical size, incubation time, and shape and size evolutions of the nucleus were measured. They deviate from the classical nucleation theory under strong superheating, mainly because of the coalescence of nuclei. The superheat limit agrees with the measured Born and Lindemann instabilities.