About a week before they start to lay many pullets start looking for a place to make a nest. I want the nests available to them at that time so I don't teach them to lay somewhere else. There is no way to tell when your pullets will start laying. I've had some start at 16 weeks, I've had some start at 9 months. So I'd want them open and available by 15 weeks at the latest.
Part of their process of looking for a safe place to lay involves scratching. If you find your bedding or fake eggs on the coop floor that probably means you need to modify your nests. That usually means raising the lip a few inches so it's harder for them to scratch stuff out. I'd like to know that so I can fix the problem before real eggs get scratched out into the floor.
If you're roosts are higher than the nests and you have adequate roosts it is unusual for them to sleep in the nests since you don't have older chickens in there with them. It's more common if you have older chickens in there. If your nest is on the floor they might sleep in it before they start to roost. Or maybe you have Silkies, not all Silkies roost. If your pullets are sleeping in your nests there is a reason. I want to know that they are going to sleep in the nests early enough that I can fix the problem before I start getting poopy eggs. Sometimes it takes a few days to figure out the problem and fix it.
Let's look at one scenario that occurs on here. You don't have older chickens in there. Your roosts are not higher than the nests. Your pullets get in the habit of sleeping in the nests. You then raise the roosts or lower the nests and they continue sleeping in the nests. That is a habit that needs to be broken. Blocking the nests at roost time would be a good way to force them to look for another place to sleep. But I'd want those nests open when they wake up.
Personally I don't see any benefit to not having them in from Day 1. I just don't see what you gain. But it's not necessary to have them out there until they start looking for a place to lay.