Nate Diaz -- I'm Heading Back to Stockton ... to Prep for McGregor (VIDEO)

UFC superstar Nate Diaz just FaceTimed into the "TMZ Sports" TV show -- and told us he's on the way to his hometown Stockton, CA ... to get ready for the McGregor fight with "the best training in the world." Diaz says he's been working out in L.A.…