We have purchased a prefinished vinyl wainscoting kit and are now wondering the best way to install it. The instructions say we can nail it in or glue it. We are concerned that patching nail holes will leave marks in the finish and gluing will damage the drywall if we ever decide to remove the wainscoting. Any tips on either installation method will be appreciated. We are also looking for the best glue to use that will do the least damage to the drywall but still hold well for years.

Should we return it and purchase the wood wainscoting instead?

Glue it for now, drywall is easily repaired if it would come to that
Even if you nail it, when removed, you will still need to fix drywall
My choice is glue it, but don't go nuts with the glue