Did the iPod Nano dock connector change from 5th to 6th generation?
They did, and unfortunately there's no adapter for it yet. You can see more information on the Apple support pages here:

http://support.apple.com/kb/HT1380?viewlocale=en_US

My understanding is that the new iPod Nano likely won't fit with a number of older, existing devices.

I should also mention that although there's no adapter, it still has a standard Dock connector, so it'll work with your existing cables, etc.