You can also do it by opening a first file (from nautilus), then moving the gedit window to an other workspace. After this, go back to the previous workspace, and open another file in the nautilus window. But I don't know if it is the required behaviour or not (it is useful if you want to work on 2 files together : launch 2 gedit windows and snap it to both sides).
(well, I just noticed that I can't reproduce exactly the bug you've reported, I have to switch to another workspace to open a second window. If I open one file from nautilus and one from the terminal in the same workspace, they go in the same window, in tabs. (this is on oneiric, with the lastest unity-shell))
You can also do it by opening a first file (from nautilus), then moving the gedit window to an other workspace. After this, go back to the previous workspace, and open another file in the nautilus window. But I don't know if it is the required behaviour or not (it is useful if you want to work on 2 files together : launch 2 gedit windows and snap it to both sides).
(well, I just noticed that I can't reproduce exactly the bug you've reported, I have to switch to another workspace to open a second window. If I open one file from nautilus and one from the terminal in the same workspace, they go in the same window, in tabs. (this is on oneiric, with the lastest unity-shell))