Can i send bitcoin from non-segwit address to segwit address? can i transfer bitcoins from my exchange(Koinex) which has address starting from 1xx...
to a ledger nano s segwit address starting with 3x.... ?

Although coinbase is not my exchange i am talking about, I have heard like coinbase is currently not supporting segwit , what does that exactly mean ? 

PS : I have raised a ticket for same to ask my exchange support , is there anything else that i should be aware of in this scenario to transfer my coins from exchange to ledger wallet ?

TIA
Yes, you can.

The transaction will just not be a SegWit transaction, and not receive its benefits (including lower fees for a given confirmation speed).