it's quite normal for single children who have not been used to their peer group to prefer adult interaction. particularly if the adult, is interested, and entirely there to provide for the child. nursery takes a bit of getting used to if you've had 1-1 adult support your whole life. 
curious why you think she's gifted - if it's just preferring adult interaction i would say it's a normal stage and she needs to learn how to play alongside her peers. are nursery suggesting she is too clingy/ needy and demanding of adult interaction/ support? (again, normal if you've had 1-1 adult support your whole life)
as far as how 'gifted' child interact with their peers, well, obvious, academic inteeligence isn't always directed linked to your social skills 
so that's a bit of a misnomer.
ds1 was always fine with his peer group. he plays happily with them. the intellect side was only really seen in the class room, where he and his yr r teachers would have private little jokes above the heads of the other kids (weird) or he'd just get differentiated work.
dd2 does prefer to play with slightly older children. we actually asked nursery to change around her 1-1 support as she was referring to going to nursery as going to play with (the 1-1) rather than her peer group. i want her to be independent, not to be reliant on an adult the whole time. (fwiw she has cp, which does mean she has some other difficulties that can impact on her social skills - she has dysarthric speech and some obvious mobility differences). none of it is because she's clever though. she just had a lot of adult support from very tiny due to her disability, and i was anxious to break that habit. she needs to learn how to get along wioth her peer group, whether she's clever or not.
you do hear of isolated cases of near-genius children who do suffer from serious and debilitating social difficulties (and whether there may or may not be associated asd issues) but for your average 'gifted' kids, there is no reason why they shouldn't be playing with their peer group and excelling in the classroom. they can read war and peace and still play in the wendy house with their friends. not mutually exclusive.
i'm interested why the hv though? unless they do suspect asd or similar. it won't just be because she's clever...
as she isn't yet three, i wouldn't worry unduly. just get out to as many mums and tots groups as you can, and leave her to play alongside/ with her peers. at this age, if nursery are noticing she is noticeably behind in her social skills compared to her peers, it is probably worth concentrating on that for a while. make independence a goal, rather than reading or whatever.