I kind of have an idea that "reluctant" and "hesitant" both have similar meanings, but I do not know the actual difference in the nuances they have. Could someone please teach me?
They have similar meanings, but they are not totally synonymous. In other words, they are not always interchangeable.
According to Online Etymology Dictionary, the noun form of reluctant "reluctance" comes from obsolete verb reluct which means "to struggle or rebel against" from Latin reluctari which means:
to struggle against, resist, make opposition
When you are reluctant to do something, it basically means you are not willing to do it (you are against it) or you don't want to do it.
However, when you are hesitant to do something, it could be either you don't like it or there is something that makes you wonder or pause for a while. The reason could be you are worried about consequences of your action, or you are not 100% sure about whether it is the right thing to do. That's why you have not made a decision yet and are hesitating.
You need to find example sentences on the internet and try to get yourself familiarized with them.