Welcome to the forum!
As often, we cannot give a simple answer without more informations: what version of Photoshop and Bridge are you talking about?
The rule of thumb is to update Camera Raw to the latests version compatible with Photoshop, and if it does not work, to download the last version of the DNG converter and use it on the files to convert them to DNG that can be opened in the older versions of Camera Raw and other raw converters.
Normally, to update go to Help>Updates...
According to http://helpx.adobe.com/creative-suite/kb/camera-raw-plug-supported-cameras.htmlhe first version of Camera Raw that can open the NEF from the 5200 is Camera Raw 7.3, that works with Photoshop CS6. If you version of Photoshop is older, you'll need to use the DNG converter 7.4:
(but, since you don't state what operating system you are using, here are the links for both versions:
FYI, Camera Raw 8.1 will open them.