They should be big enough for dd to hold comfortably. I would leave the skin on the nectarine, as it will help her get a better grip. Ds eats big wedges of nectarine & peach by scraping and sucking the flesh off the skin (he has no teeth btw) and then he drops the skin! He does eat a bit of the skin but that is fine if your dd does to. It helps if you cut on a curve as it'll make it easier for little hands to hold. You can also leave some of the skin on the banana for the same reason, though I just cut the peeled banana in half and he bites chunks out of it. She may gag on it, my ds did the first time he ate banana (one of his first weaning foods) just keep a close eye on her and get ready to assist her if she needs it! You don't need to give her water as she'll get all the fluid she needs from you.
To be honest, they're quite slippery for very first foods and your DD might get quite frustrated in it popping out of the top of her grip! Roasted veg sticks are fab to start off with - large-chip-sized sticks are the best size. Carrot, courgette, sweet potato and butternut squash are great roasted with a bit of butter/olive oil. As they're roasted the outside is more grippable with the inside nice and soft.
I'd second MrsJamin and recommend veg to start with as it is easier to hold. DS2 loves mashing loads of veg and is now, at 7 months (much more quickly than his older brother), getting to the stage where he can have smaller chunks and is easily managing pear, banana (which I break into 2" lengths and then split down the middle into 3 'sticks') and nectarine.
I cut carrot and parsnip etc into about 2 - 3 inch lengths, depending on the size of the vegetable, so either in half or thirds.
Don't get disheartened if she doesn't go for it at once, DS1 took simply ages to get it, but by 10 months was eating lasagne with his hands.
Have fun and remember food is for fun until they're one.