If you want to fulfill one of the Veleia wizard guild quests, just don't kill the gypsy queen. She has the quest item that she trades for a favor, plus she opens up her treasure room too! Once you have the quest, just mention the item to her to get the quest in gear.

1) Are gems (amethysts, rubies, etc) good for anything else but selling them?

2) Does it matter if i kill lake nymps? Are there any species i shouldn't kill (because of future quests)?

I Haven´t found use of those gems yet i just sell them
Just kill the nymfs They are not questrelated as far as i know
Happy hunting

In my opinion gems are to sell and nymphs are fair game to kill. Afterall, they steal from you and cast sleep on your party. I don't there are any ill effects if you "deal" with them accordingly.

Sell the gems, unless you enjoy looking at them. (It was suggested we have some sort of trophy room, I am one of those individuals who while playing M & M had many treasures in my chest to gloat over. This game doesn't throw around the wealth like M & M unless you want to take advantage of the cheats.
The wonderful graphics in this game had me fumbling for my spells and weapons as my foes drew closer and closer. Oh, especially the spiders. For a time I shot first asked questions later. If you can save before engaging any new creatures, you can always talk first, reload later. Though the game doesn't have pause mode, I use "Quit" or "Save" and back out of them slowly after I have my wits about me. Just be careful you are not so jazzed you accidently hit "yes" to "quit without saving". Remember, rewards can be great if we play nicely with others.