I did my first couple of all grain batches this past weekend and used a nylon hop bag to help strain out all the trub before going into the primary. Is this ok to do or am I losing any important sugars or anything? I did this and was able to take the yeast out of the primary with virtually 0 trub. talk about easy yeast washing!
You will get mixed opinions on this, but I think you will be fine. Trub can supply some nutrients to the yeast in your beer, but if you did everything correctly with your yeast (i.e. pitched enough healthy yeast, aerated properly, correct temperature, etc.) you should be fine. There will be plenty of break material that made it through your strainer and it will supply more than adequate amounts of nutrients that the yeast require.
I strain when racking, too, but it is something I don't ever worry about much.