It is my first time using LR and also my first time trying to download NEF files from my new D750. I removed the card from the camera and inserted it into my computer (MacBook Pro) I can see previews of the images shot in JPEG format, but those shot in RAW format are appearing as boxes with "Preview not available". The D750 came with Nikon ViewNX2 software, which I downloaded, and I can see the previews on that. Any suggestions/ideas on what might be the problem?
D750 is not yet supported by Adobe software, which as a result can't read D750 raws. There is a release candidate (today) for ACR for Photoshop (not Lightroom), which implies that there will be full support of the D750 in Lightroom in (typically) 2-3 weeks.
Lightroom does not support the Nikon D750 RAW photos at this time.
Please read this thread:
Just released (see the message 49 of that thread) is a DNG converter that should allow you to convert the NEF to DNG and import those into Lightroom.