Nursing my week old I'm so worried about everything I eat. Will it hurt baby if I eat candy? Like skittles? Or have dairy &protein? What about nuts?

Likely no problem. While you are breastfeeding you can eat as you normally would. You do not need to avoid any particular food unless your baby has symptoms like bloody diarrhea. Do avoid alcohol or wait 4 hours after each glass of wine before feeding your baby. Eat a nutritious diet. Eat what you want your baby to eat later because breastmilk helps develop baby's taste. Lots of gas is normal until 2-3 months.
Moderation. A good rule of thumbs is to practice moderation in what you eat. Even though everything you eat will probably make its way to the milk, if you don't overindulge, the amount would not be enough to hurt the baby. Take care of yourself, and enjoy the experience, and be reasonable. You don't have to sacrifice yourself to nurse your baby.