Sound is all preference. Steal gives you a sharper/brighter tone. Nylon gives you a softer/dull sound (not dull in a bad way, but I can't think of another word to use). You shouldn't be too worried about your sound yet though, since you are just learning.
So I'd say go with nylon right now. Hands down easier for a beginner. Don't be afraid to try steal though. Its just a little harder on your fingers.