Well I got my new Agile Les Paul, and it sounds great. But when unplugged you can hear a buzz when I play certain notes, but it comes from the nut, and not the fret.

So, is it the nut, or not? How would I fix this? (Never had a problem like this.)

And could it be fixed by lowering the gauge of strings? (It was set up with, and currently has the 10s, and I use 9s.)
try checking your tuning keys where the strings go in. there is a washer at the bottom. check to see if they are loose, bucease that could produce a buzz.

it might be the nut.

it might just be fret buzz, and you could raise the action.
"Hey kid. You wanna cigarette?"

"No thanks! I/m already hooked on Fonicks!"

(if its the frets) the gauge is probably too much and the strings are set too low
its probably not as loose nut but if it is it would most likely be on the head somewhere but its possible to be on the bridge too...
Check to make sure it is not a loose truss rod cap. Take the platic cover off and it will be pretty apparent. If the truss rod cap (the part that you put the allen wrench to) is loose, you can thread it back on using very little torque without actually adjusting the neck tension as it would have to be backed all the way off into the nuetral position to do this.

If your truss rod cap is loose as there is no tension on the rod, and your guitar plays well, it's actually a good thing. If you are afraid to touch the truss rod, then put a piece of cloth or something in there to mute it and put the cover back on it.

Because it is new, you should be able to take it back to the shop where you bought it and get them to look at it.
I just realized it didn't sound like this the day I got it. Could it be the temperature? I have a heater in my room because it gets really cold at night. Could it be that? And can it be fixed then?