If I don’t have any cards in my hand when I play Nana – Canine Caregiver, can I still choose to return a character to their player’s hand?
No. You need to choose and discard a card when you play her in order to return a character to their player’s hand. Discarding a card is a cost you have to pay in order to get the effect. If you don’t discard a card, nothing in the rest of the sentence happens.
Official set release notes — Whispers in the Well