Hi,
If you create a workflow with a Task does the workflow fail?
Is a Task List created when you run your first workflow with a Task?
Under Site Contents > Your Apps you can add a Tasks App that will create a task list that will be usable by Nintex Workflow Task actions.

Thank you Simon, no all good, it worked fine.  However the customer wanted to use Planner rather than a task list.  Ended up using Flow for workflow, Nintex for the form.  Was very easy to integrate Planner into the workflow with Flow, wasn't sure how to achieve in Nintex... didn't have time to investigate.

Thanks.