Is it ok to mention to my boss that I'm more interested in the open nursery shift position even though I just started my L&D training?

L&D is very different from the nursery, especially if you are referring to the Newborn ( Wellborn) Nursery, where most babies are healthy and there are a lot of routines. The nursery is nothing like L&D in reality. Was this your primary interest before starting the L&D position, but there were no openings? Generally, the sooner a person determines their position is not a good fit, the better for all concerned. The orientation process is very expensive for an institution, so it is not good when a nurse finishes orientation and leaves soon thereafter. If you are having serious thoughts about wanting to relocate, I would talk to the manager sooner rather than later; the manager may be receptive to helping you make a decision between the two, thereby retaining you within the department.