Change settings on the Nintendo. I had to do the same for my Wii. Something about new rules applied during recent firmware updates. You can't select 480P on consoles. You have to select '586i' or '480i'. Image is not as good but there's no other choice. Rather than hooking up your game to another tv to change settings, try factory reset. Just google it. Hope this helps. This what the Onkyo support said.:
Sorry to hear you have an issue with the Wii games console via component output to the Onkyo NR515.
There are a number of fixes and improvements in the last 2 firmware updates for NR515. Most notably;
Improves problem of HDMI video output no longer working;
Supports Onkyo Remote2 for iOS version: 1.30 or later―Adds support for high end models & audio streaming from iOS device;
Supports Onkyo Remote for Android version: 1.30 or later―Adds support for high end models; *it is also necessary to update the App;
Playing music files like Apple Lossless via network/USB becomes possible―Adds support of Home Media Function (Samba Server);
Additional Audio file format support
Improves "Power On" via remote control
The latest update 1141 0108 0400 is only available via USB download and should only be performed once the unit's resident firmware is brought up to 1130 9106 0300 via a network update. It is important that the firmware updating be done in this order or unit failure may occur.
If you have set the Wii output resolution to 480p, then I do not think that your problem with the Wii is a fault, rather it is an expected outcome for products manufactured after 1 January 2011. After this date what is known in the industry as the HDMI Analog Sunset will bring in new rules governing;
HDMI upconversion that limit the upconversion of analog video (Component and Composite) to 480i or 576i and the blocking of 480p, 576p, 720p, 1080i and 1080p
Sources with HDMI output ( Blu-ray players etc) will have no analog outputs (Composite or Component)
There is quite a bit of info on the web if you Google HDMI Analog Sunset for example http://hometheater.about.com/od/hometheatervideobasics/a/High-Definition-Via-Component-Video-Connections-Ends-January-1st-2011.htm
When using your Wii with a COMPONENT video cable the TV Resolution in the Wii Settings and Data Management menu can be set to ouput 480p resolution.
If this resolution ( 480p ) is set, then the NR515 will not upconvert the signal. When using your Wii you must select 480i or 576i to have image upconverted to HDMI output.
You will find the attached Video Resolution Chart on page 87 of your NR515 owners manual.
Also attached is the Wii Set Up manual page 47 details the TV Resolution Settings
If you have checked the Wii output and it is set to 480i or 576i and you still have no output via HDMI then the unit would need to go to an authorised service centre.