The change in behaviour you describe can be very common when adapting to the expectations and different children in a setting. Can I ask what month your child was born, is his nursery class involved in the general school activities or is it a separate nursery? I am an EYFS teacher and please PM me with any questions.
DS2 started nursery (attached to brother's school) in september. He was keen to go and we thought he would fly and love it. But doesn't want to go and is now all unconfident. Just took him to a birthday party at an indoor play area and he didn't play with the other kids at all and tried to drag me round at every opportunity. He plays really well with his brother, we always thought he was the confident, sociable one as he would always wander off when I was settling his brother into reception in the mornings last year and be just fine playing with things or watching other children. Any advice?