I agree with staying clear of nylon at first. Practice on less fussy fabrics to get a feel for the machine and the various hemming techniques.
If I could pass along just one tip for working with nylon (or any other fabric) it's this...insert the fabric under the presser foot far enough that the first stitch isn't at the very edge of the material. Helps prevent the fabric from getting sucked into the machine and causing an instant jam.
Bookmarks