Do I have to pay for itunes to load to my iPod nano

The iTunes application is free to use, but the use of the iStore costs money.
It's available here: Apple - iTunes - Everything you need to be entertained.

I'm unsure exactly what you mean.

iTunes is free, which is the usual program people use to put music onto iPods. You get that here http://www.apple.com/itunes/download/
And if you already own music, CDs or MP3s, then you won't have to pay anything to put those onto your iPod Nano.

To purchase songs from iTunes you will have to pay, single songs are usually about 59/99p in the UK, about a dollar in the US I believe