Great to hear you're getting into the realm of electric guitar!
To answer your question, yes. It is indeed a good idea to get new strings and put them on a new guitar. Particularly if it's a less expensive brand of guitar. You see, one never knows the quality of strings or how long they've been on the guitar when you purchase it. You might have a decent guitar w average strings and that'll in turn make the guitar sound average as a whole. Also it's good to get new strings so you know exactly how long they've been on there. That way you'll start noticing how often you should change strings or when they start going "dull".
As far as nickel played or not, as with most things guitar, it's up to each player.
I reckon the nickel plated ones are the most common these days so I'd recommend starting there. But, like I said, it's up to each one to decide what's better. If you can, get a couple different kinds and see which one fits your particular playing style the most.
Hope that answers your question!
Regards,
Henrik