One of possible approaches to the solving and analysis by nonlinear theory methods of the problem of stability of imperfect cylindrical shells subjected to axial compression is proposed. The approach is based on taking into account the initial deflections (initial imperfections) of the shell shape from the cylindrical shape. A row of typical initial deflections is analyzed: local and localized initial bulges (dents) or one-sided circular corrugation. The solution of the nonlinear stability problem is received. The results are given in the form of curves of non-dimensional stress parameter dependence on the nondimensional amplitude of initial deflections. It is shown that the possibilities of the nonlinear theory in estimation of the thin shells critical stresses values are yet not settled. It is possible to explain in future on its basis a number of phenomena observed in experimental investigations of shells stability.