I tend to get flung in at the deepend when starting a new nanny job. However, I do try to meet the family several times before starting officially, so that the children do not see me as being a complete stranger! So, I feel it is great that you are having a handover period.
For the first few days, I'd say just to let your new nanny interact with your son as much as possible. The more he gets used to the nanny, the easier it will be when you are not around. Start with playing. Then move on to nappy changes and bathing. From watching your new nanny interact with your son, you will also feel much happier at leaving him.
Try to go out yourself for short periods, such as popping to the local shop for a pint of milk (or whatever). Just quick outings at first, then increase to longer periods - such as visiting a friend for coffee, getting your hair done etc.
Go through any routines you have in place, it may help to write them down at first. Show nanny where everything is kept, food, bedding, clothes, how to use appliances, which key does what. If nanny is not local, then go for walks, bus trips, car journeys, taking your son with you of course - helps nanny practice getting him on and off forms of transport, so that your nanny gets to know more about the local area. Take nanny along to any groups you attend, toddlers, music group, NCT group that sort of thing.