You need to get the category object and then use a foreach loop to build your list.
This should work for you:
<?php $categories = get_categories(); ?>
<nav>
<?php foreach ($categories as $category):?>
<a href="<?php echo get_category_link($category->term_id); ?>" class="nav-link" id="<?php echo $category->name;?>"><?php echo $category->name;?></a>
<?php endforeach; ?>
</nav>