Usually the issue is that you've used an older version of Nikon Transfer for View NX with the newer-camera files. This is known to corrupt the files in a way that makes them unrecognizable to Adobe software.
Going forward, you should uninstall the obsolete versions of Nikon software and either install the ones that came with your newer camera or use non-Nikon software.
For the existing images, you can use a utility from here to undo the damage:
The other possibility is that when you are trying to locate raw files to convert, you are looking for the folder and then you try to open that folder. If you open the folder the DNG converter will tell you that there are no raw files to convert. You have to just choose the folder, but don't open it. If you only want to convert a single NEF file, drag/drop that file onto the DNG converter icon.