Welcome to the forums. I have had two Nexus's and both have had low volume.
First off make sure you almost hear an audible click when you insert the headphone jack. The input can be very tight so make sure its all the way in. If you are positive that the connection is made then I would suggest an app like Volume+ to Boost your output. Be careful and don't go to far with the parameters. You can damage the speaker and your hearing when you use a booster. .