Basically you just keep doing regular missions and then after a certain amount of time (I'm *guessing* that it has to do with how many regular missions you've completed although I'm not sure) you'll get a popup that says "It's Nano Time!" or something like that, and THAT'S when you get a nano mission.
Wait, if the question is, do you tackle nano missions as soon as you get them - I'd say the answer is yes, because doing nano missions is the only way to increase levels, and increasing levels is the only way to get better weapons etc so you can fight higher level things and therefore explore more of the world and do more regular missions. So.
I'd say at least for me my goal is to go up levels as fast as possible so I can do more.