It's easy enough to turn though noticeable differences between grades, as said scraper or carbide tools and you should aim to get a finish from the tool if you can as sanding can be a pain, if I need to sand I usually use wet and dry.
The shavings are awful and usually charged with static so stick everywhere and wrap themselves around the piece as you work. Don't use too high a speed either but you'll soon discover what's best.
I have quite a lot of various types from my offcuts haul when I worked in the industry many years ago and it's very useful material to have. I used some nylon 66 to make new wheel bushes for my golf trolley just last week