IN the race among Democrats to become John Kerry's running mate, former Sen. Sam Nunn, 65, is ahead by a nose. Sources say the FBI has started combing through records of his business dealings, reviewing files and relationships. No wonder they started early — Nunn, a native of Georgia, serves on the boards of ChevronTexaco, Coca-Cola, Dell, GE, Internet Security Systems and Scientific-Atlanta, in addition to acting as co-chair and CEO of the Nuclear Threat Initiative. A rep for the Kerry campaign said, "We're not commenting on the process."