A refrigerator is not initially intended to protect from radiation and hot spots caused by a nuclear explosion. The majority of residential refrigerators are made of lightweight materials and don't provide adequate protection against these disruptive forces.
On the second place, even if the refrigerator could provide some level of protection, it wouldn't be possible to survive within for very long because the refrigerator lacks any type of ventilation or a system for resupply of food and water.
The best course of action in the event of a nuclear explosion is to seek out an immediate shelter in a safe area, such as a cellar or a cantina, and to heed local and national emergency instructions to protect yourself from radiation and other explosion-related effects.