Just purchased a Nano S. Can I transfer directly from the exchange (e.g., Coinbase or Coinmama) to the Nano S or do I also need an online, intermediary wallet (e.g., My Ether Wallet)?
You may withdraw directly from Coinbase or Coinbase to your Nano S address(es). No need to use any kind of intermediary.
I don’t think MyEtherWallet works for Bitcoin in any case, just Ethereum coins and tokens.
Oh yes, remember to backup your Nano S seed phrase and keep it in a safe place!