Let $f(z)=|z|$. Then, $f$ is differentiable then the limit $\lim_{\Delta z\to 0}\frac{f(z+\Delta z)-f(z)}{\Delta z}$ exists and is independent of the manner in which $\Delta z$ approaches $0$.
Suppose $\Delta z=\Delta x$. Then,
$$\begin{align}
\lim_{\Delta x\to 0}\frac{|z+\Delta x|-|z|}{\Delta x}&=\lim_{\Delta x\to 0}\frac{|z+\Delta x|^2-|z|^2}{\Delta x(|z+\Delta x|+|z|)}\\\\
&=\lim_{\Delta x\to 0}\frac{2x+|\Delta x|}{(|z+\Delta x|+|z|)}\\\\
&=\frac{x}{\sqrt{x^2+y^2}}\tag 1
\end{align}$$
Instead, suppose that $\Delta z=iy$. Then,
$$\begin{align}
\lim_{\Delta y\to 0}\frac{|z+i\Delta y|-|z|}{i\Delta y}&=\lim_{\Delta x\to 0}\frac{|z+i\Delta y|^2-|z|^2}{i\Delta y(|z+i\Delta y|+|z|)}\\\\
&=\lim_{\Delta x\to 0}\frac{2y+|\Delta y|}{i(|z+\Delta y|+|z|)}\\\\
&=\frac{-iy}{\sqrt{x^2+y^2}}\tag 2
\end{align}$$
Since $(1)$ and $(2)$ are not equal, the limit of interest fails to exist and hence $f$ is nowhere differentiable.