When using examples from internet like this popular for example: https://github.com/autowp/arduino-mcp2515 make sure you check your MCP2515 adapter board's hardware. Author of library assumes that MCP2515 are connected with 16MHz clock, and example script CAN_read initialize connection with 16 MHz crystal. In case when your board comes with different crystal remember to change code accordingly.
In my case it was needed
mcp2515.setBitrate(CAN_125KBPS, MCP_8MHZ);
instead of just:
mcp2515.setBitrate(CAN_125KBPS);
My noname adapter coming from depths of Asia looks similar to this:
For connection to Arduino Nano you can follow this guide:
Image source:https://github.com/autowp/arduino-mcp2515
