To me they're not the same name, since I pronounce
Nina as 'NEE-nah' and
Nena as 'NEH-nah'. Here
Nina is a nn for
Nikolina and
Nena for
Nevena, Nevenka, Nenada, etc.
I like
Nina better since it's more established as a first name (a friend of mine gave birth yesterday and named her daughter
Nina).