Examples of nilpotent matrices of the same order that are not similar
$$
A=\begin{pmatrix}
0 & & & \\
& 0 & & \\
& & 0 & 1 \\
& & & 0
\end{pmatrix}, \ \ B=\begin{pmatrix}0 & 1& & \\
& 0 & & \\
& & 0 & 1 \\
& & & 0 \end{pmatrix}.
$$
They both have
$$
A\neq 0, \ B\neq 0 , \ A^2 = B^2 = 0.
$$
However, these matrices $A$ and $B$ are not similar.
Proof that the nilpotent $n\times n$ matrices of order $n$ are similar
For nilpotent $n\times n$ matrix of order $n$, there is only one possible Jordan form. Since it is nilpotent, it has only $0$ as an eigenvalue. Since it is nilpotent of order $n$, it must be similar to the following Jordan block:
$$
J(0, n) = \begin{pmatrix} 0 & 1 & & \cdots & \\
& 0 & 1 & \cdots & \\
&\cdots & \\
& & \cdots & 0 & 1 \\
& & \cdots & & 0
\end{pmatrix}.
$$
If the matrix has eigenvalue all zeros, and does not have Jordan form as above, the the nilpotency order is less than $n$.