I have an arduino mega and two sensors that talk RS485 RTU
I guess you mean Modbus RTU over RS-485.
Does anyone could help me how to start? and do i need extra components?
You need an RS-485 adapter so your Mega can physically connect to the RS-485 interface.
Then you need a Modbus Master library to provide the protocol support. I suggest to use the ModbuxMaster library available in the library manager, it's relatively easy to use.
also if i could use an arduino nano what should i do.
I wouldn't recommend that model as it has only one serial interface which is already used for the communication to the PC. If you don't need that connection (even not during development) you might consider it.