What camera? How did you download the nef files? If you used Nikon's download tools, there is a chance that you have a older version installed. When using Nikon's older tools to download files, they often become corrupted to the point that Lightroom can't use them anymore. This happens to many people that used to have an older Nikon and upgrade their camera but never update the Nikon software. So do not use Nikon tools to download files to be safe, just use Lightroom itself or use system built-in tools to load images from a card.