Welcome to NICO Club!
Do you get a check engine light? Can you get an OBD2 scanner and check for codes? That would be a great starting point. Yes, something could be messed up with the park/ neutral switch or the reverse position switch or the shift lock system. All are parts of the gear selector or located just next to it in the center console area.
Check for codes. Review the FSM. Those are your best bets.
FSM chapters (it's all links to the PDFs), starts with the FWD (foreward and table of contents) then look at the TM and EC chapters.
http://www.nicoclub.com/FSM/Rogue/2009/
Please let us know how it goes. There's another guy with CVT and he has issues with gear selection and I think it's related to the same components in the gear selector area.