I couldn't help but answer this even though it was asked forever ago. Especially if it's a romantic friend or a friend who is protective over you maybe, it's possible he's called you Nena (Nay-Nuh), which is like saying Baby - not like an infant but it's an affectionate term rather than "niña" which is more like saying 'hey girl.' The other answers are probably what you were looking for but thought I might bring it up.
If it's the first, it's just a nickname. If it's the second, it means girl :)
My full name is Evangelina, but my parents nickname me Nina as a nickname. So i come to really enjoy n love my names. They sould pretty together n people say i look like a Nina. I tell people i must have gave my Mom a hard labor cuz she gave me long ass name. lol. by the time i write my full first n last name, my hand is tired.