I brought the original nipple that was in my rifle to the local hardware store and used their thread gauge to determine the thread size. If you don't have the nipple, the thread gauges have a male and female side so you can determine the thread size by the hole threads. Then I ordered two nipples for the gun from Track of the Wolf - one that takes #11 caps and one that takes musket caps. I find that the musket caps ignite the powder much better.
I did the same for a double barrel shotgun I just bought (I bought two #11 cap nipples).