Did you buy the latest generation Nest released last year? If so it will not work without a C wire. Here is a video which explains it;

Nest Thermostat Compatibility With 2 Wire Thermostat And Boiler Systems EXPLAINED

One way to solve this is to return the Nest and buy the Nest E or the Nest 3rd generation thermostat. Those will work without a C wire in most cases, but it is not guaranteed. The other solution is to provide a C wire connection.

Here is a video where you can install a C wire adapter :

2020 Nest Thermostat Common Wire Installation 2 Wire Thermostat

If you don't want to use the adapter then you will have to run a wire between the thermostat and boiler. You need to trace back where the thermostat wires are connected to the boiler. When you find that take a picture and post it.