Update nginx.md to hopfully make it easier for some beginners to do this

[darrenzou2000]

Add verification checks and beginner warnings to hopefully save people time.

[ruslandoga]

👋 @darrenzou2000

Thank you for your contribution. However, if you want it to be accepted it needs to be a little bit more professional. I know configuration can be frustrating but so can be cleaning incomplete PRs :)