I'm thinking about getting a Nano Ledger s. At this time all my coins are in Coinbase or Binance and I don't have wallets for them.
What are these specific coins you have on binance? Since coinbase supports only few coins, 4 to be specific. I'll take a guess that you want to hold these coins for good?
Do I need to create wallets for each of my coins first then transfer to Ledger nano or can I just transfer straight from Exchanges to Ledger Nano.
You can send it straight directly from exchange->nano ledger s but make sure that nano ledger s supports those coins you'll send, read Bardsley given link.
As a warning, don't order your nano ledger s on ebay. Order through their main website
www.ledgerwallet.com so that you can avoid the same incident
Life Savings Stolen from Second-hand Ledger Hardware Wallet, scammers are truly everywhere.