No, if you don't have enough Devotion, Nylea enters the battlefield only as an enchantment. Abilities that care about Nylea being a creature have no effect.
Nylea's ability that removes its creature type is a static ability:
604.1. Static abilities do something all the time rather than being activated or triggered. They are written as statements, and they’re simply true.
At the moment when Nylea enters the battlefield, if your devotion including the +1 from Nylea itself is less than five, the ability's conditon is true, and thus removes all creature-related characteristics (creature type, God subtype, power, toughness) from that object.
There is no triggered ability to mark this change, it's true as soon as Nylea enters the battlefield. Therefore, without sufficient devotion, the game never sees an "enchantment creature Nylea" entering the battlefield, only an "enchantment Nylea".
For example, Darkest Hour causes all creatures to enter the battlefield as black creatures and to trigger Dire Undercurrents, no matter what color they would have without Darkest Hour.