I like the character Nadia. She serves serveral purposes on the show.
One purpose of Nadia serves to show that Sydney has a life away from work. Remember JJ said that aspect of Syd's life was missing without Will and Francie? Syd told her that she was thrilled at having a roommate. Sydney seems to have always craved a normal family life. She didn't have one with Irina and she doesn't have one with Jack.
Nadia's quest for who's baby that young Irina is carrying in the photo serves the purpose of keeping the Irina character relevant to the show. Otherwise Irina's character would fade in importance. Does anyone want that?
Nadia serves as a love interest for Weiss. For people who are tired of, or are getting tired of the Syd & Vaughn relatationship, this serves as the new love story for the show. For others, it will be an additional love story.
Nadia is useful for missions that require an additional female agent, or for missions that Sydney is unavailable for.
Nadia's other purpose is to show a contrast between how she deals with her father, Sloane compared to how Syd deals with her father, Jack.
I hope that the writers keep her good and not try some twist on her character.