I didn't realize that. so if the printer recognizes their own filament as PETG it should automatically set the correct temps? the nozzle that came with it is .4mm OK, I just did a quick check and that apparently should be the case. their own PETG is recognized but 3rd part may not be. so I guess I now have bonus nozzles and a ceramic heating block to use with 3rd party PETG.
All, or at least most, of the 3rd party filaments won't have RFID tags that the printer will recognize. In fact, most 3rd party filaments don't have RFID tags at all. With those, you can just set the filament type in the slicer to generic PETG (or PLA, TPU, etc. depending on the type of filament) and it should work very well.
You don't need to change the nozzle for other materials or manufacturer's filament. It is always a good idea to have a few spare nozzles around because they do wear out or clog to the point they cannot be cleaned. Also the different size nozzle openings allow you to print with different extrusion widths and heights. The nozzle you are using can also be set in the slicer so that it slices the print correctly.
A .2 nozzle is good for small, very detailed pieces, a .4 is consider the 'normal' nozzle with a good balance of speed to detail. For less detailed parts a .6 nozzle allows you to print more quickly. Most infused filaments (wood-filled, metal-filled, carbon fiber-filled, glass-filled, etc.) recommend a larger nozzle size of .6 or even .8 to prevent the infused material from clogging the nozzle. Infused materials also usually recommend a hardened nozzle. If I remember right, your printer comes with hardened nozzles but many printers do not.
A larger nozzle lays down a wider and taller layer so a part printed with a .2 nozzle will print about four times as many layers as the same print using a .8 nozzle.