Rechargeable sodium (Na) based batteries have gained tremendous research interest because of the high natural abundance and low cost of Na resources, as well as electrochemical similarities with lithium (Li) based batteries. However, despite the great potential as a candidate for next-generation grid-scale energy storage, the implementation of the Na metal anode has been primarily hindered by dendritic and "dead" Na formation that leads to low Coulombic efficiency, short lifespan and even safety concerns. Na dendrite formation mainly originates from the uncontrolled Na deposition behavior in the absence of nucleation site regulation. Hence, the Na nucleation and initial stage of growth are critically important for the final morphology of Na metal. Here, this tutorial review aims to provide a comprehensive understanding of the importance of the nucleation behavior towards dendrite-free Na metal anodes. Firstly, we start with an introduction about the advantages of Na metal batteries over the Li counterpart and the challenges faced by Na metal anodes. The differences between metallic Li and Na are summarized according to advanced in situ characterization techniques. Next, we elucidate the key factors that influence the Na nucleation and growth behaviors based on the existing theoretical models. Then, we review the state-of-the-art approaches that have been applied to effectively regulate Na nucleation for dendrite-free Na deposition. Lastly, we conclude the review with perspectives on realizing safe Na metal batteries with high energy density.