"We try to be nice" In this sentence " to be nice" us an infinitive clause. So my question is whether it is an object for the verb or is it functioning as an adjective.
Infinitive clauses can be used as both the subject and object of a verb.
In this instance to be nice is the object of try.
It tell you what we try.
It is not an adjective as it is not describing a noun or noun construction.
You will find numerous examples of the uses of infinitive clauses at
We try [to be nice].
It's neither object nor adjective.
"Try" is a catenative verb and hence this is a catenative construction.
Modern grammar does not treat non-finite clauses as objects, but as complements, so the bracketed infinitival clause is not object, but catenative complement of "try".
The term 'catenative' comes from the Latin word for 'chain', which is appropriate here since there is chain of two consecutive verbs.
Note that almost without exception, objects are restricted to noun phrases.