I have a ipod nano third generation.
My video is a .mp4 file, it works fine on my iTunes, however it will not go onto my ipod for some odd particular reason.
Thank you for your time and answering this.

If you converted the video file make sure it was set to iPod .mp4. Not all .mp4 files will work on the iPod though they can still work in iTunes.

Make sure your mp4 video is compatible with iPod Nano
MPEG-4 video, up to 2.5 Mbps, 640 by 480 pixels, 30 frames per second, Simple Profile with AAC-LC audio up to 160 Kbps, 48kHz, stereo audio in .m4v, .mp4, and .mov file formats

Or you may try other ipod converter such as videora, aimersoft, super, just google search for them.

I think a lot of my problems with the MP's is that I do not check out the capabilities. But I am learning.

I also have a problem. I am trying to put a video that is in .mp4 format but my video wont go onto iTunes at all. please help!

It may not be in "compatible" .mp4 format. You may need to use a 3rd-party program to convert it first.