E3D V6 nozzle vs MK8 nozzle, first layer adhesion
When filament curls up this generally means that there is some sort of obstruction or burned material in the nozzle causing uneven flow. You can use the Atomic Method from this answer.



Being a new nozzle, I would expect that this is not the case, so that it should just drop out of the nozzle and not curl up. It could be that the nozzle is not perfectly machined and a defect in the geometry is causing this. You could try to replace the nozzle with another nozzle. They are pretty cheap, you should buy a few extra.

As far as why the filament sticks easier to the E3D nozzle when it curls up, is that this nozzle has a (hexagonal) flange that sticks out, while the other nozzle does not have such a flange. If it curls up, it has a larger probability to hit the flange and stick to the outside of the nozzle than a nozzle that has no such flange.