Hall probe magnetometry has been used to investigate the magnetization of individual cylindrically shaped Pb nanowires grown by electrocrystallization on a highly oriented pyrolytic graphite electrode. These measurements have been interpreted by comparison with three-dimensional Ginzburg-Landau (GL) calculations for nanowires with our sample parameters. We find that the measured superheating field and the critical field for surface superconductivity are strongly influenced by the temperature-dependent coherence length, xi(T) and penetration depth lambda(T) and their relationship to the nanowire diameter. As the temperature is increased toward T-c this drives a change in the superconductor-normal transition from first order irreversible to first order reversible and finally second order reversible. We find that the geometrical flux confinement in our type-I nanowires leads to the formation of a one-dimensional row of single-quantum vortices. While GL calculations show a quite uniform distribution of vortices in thin nanowires, clear vortex bunching is found as the diameter increases, suggesting a transition to a more classical type-I behavior. Subtle changes in minor magnetization loops also indicate that slightly different flux configurations can form with the same vorticity, which depend on the sample history.