In WordPress, I want to use code to filter out one menu item (page) from displaying when I call wp_nav_menu() function

That’s not the filter to use, instead use the wp_nav_menu_objects filter documented at: https://developer.wordpress.org/reference/hooks/wp_nav_menu_objects/

The docs contain a helpful code example provided by a contributor at the bottom, which I’ve modified slightly:

function wpse_unset_menu_items( $menu_objects, $args ) {
    // remove this if you want it on all menus not just a specific menu aka primary_menu:
    if ( 'primary_menu' !== $args->theme_location ) {
        return $menu_objects;
    }

    // if the user is logged in, don't do anything.
    if ( is_user_logged_in() ) {
        return $menu_objects;
    }

    // these is the list of things to hide.
    $items_to_hide = array(
        'Cart',
        'Wishlist',
    );

    foreach ( $menu_objects as $key => $menu_object ) {
        if ( ! in_array( $menu_object->title, $items_to_hide ) ) {
            continue;
        }

        unset( $menu_objects[ $key ] );
    }

    return $menu_objects;
}
add_filter( 'wp_nav_menu_objects', 'wpse_unset_menu_items', 10, 2 );

Modifying this to check something other than the title or to check for Jessica should be straightfoward

Magic Numbers

Avoid hardcoding post IDs such as 666! If the page gets deleted by accident it’ll reappear in the menu as the ID will change when its recreated. It also means the code can only be used on 1 site, and even a migration to another host could break it!