The AD5M uses a single direct drive extruder, so the motor pushing filament sits right on top of the hot end rather than at the back of the machine feeding through a long tube. That shorter path is part of why loading and unloading is fairly quick, but it also means the nozzle needs to be at temperature before you try either one.
To load, use the touchscreen’s filament menu rather than forcing filament in cold. The printer heats the nozzle to a temperature suited to the material you select, then you feed filament through the guide tube and into the extruder until it grabs and starts drawing itself in. Let it purge the old color or the last bit of oozed plastic before calling the load finished.
To unload, heat to a similar temperature first, then let the extruder retract the filament back out through the guide tube. Pulling cold filament out by hand risks leaving a plug of plastic jammed inside the nozzle.
The filament run-out sensor pauses an active print automatically if a spool empties or the filament snaps, which gives you a chance to reload without losing the job in progress.
Nozzle choice depends on material. Flashforge recommends the 0.4 mm nozzle for PLA and PETG, and the 0.6 mm nozzle for TPU, PLA-CF and PETG-CF, whose fibers and flexibility need the wider bore. Both are quick-release, so swapping between them takes a minute, not a toolbox.
One material to leave alone entirely: Flashforge’s own AD5M product page states plainly that ABS-series filaments aren’t compatible with this printer. Flashforge doesn’t spell out the exact reason, though it’s worth remembering the AD5M is an open frame with no enclosure or air filtration. PLA, PETG and the CF blends cover most of what a first printer needs anyway.
Good loading habits pair naturally with good storage habits. The general guide to storing filament properly covers keeping spools dry between prints, which matters as much as the loading routine itself. Once a nozzle size is chosen for a given material, the Adventurer 5M nozzle replacement guide covers the quick-release swap in full.