Records for what appear to be your James Walsh and Bridget Heffernan (misspelled as "Heffern") have been created by someone at the Family Search database, indicating that James was baptized in Gowran on 22 Auguist 1822 and showing the same marriage date which you already have. James's parents are shown as Walter Walsh and Anna Crann, but the names of Bridget's parents are not given. No brother named Nicholas is shown, but five other siblings are shown, and one of them is named John (who may be the John you located). No children of James and Bridget are shown.
There's no indication that the Hennessy surname is relevant to this family, but there may be an error in what has been input at Family Search. Anna's family is traced back two more generations, leading to County Down, which is a long way from Gowran, so someone may have made a mistaken connection to another family (anyone can input info, and mistaken connections are often created, which need to be corrected).
As for Nicholas, keep in mind that it might have been a midddle name. Traditionally, they were more common among Protestants, but they became more popular among Catholics in the 19th century, and parish priests often omitted them in parish registers (in many cases, they even abbreviated first names).
FamilySearch is operated by the LDS church, and is free to use. The site is located here: https://www.familysearch.org
You have to create an account to use it, but they don’t ask for much personal info, and no missionaries will contact you or anything like that. The database does not have separate family trees, and is essentially one huge tree of linked records, in which there is a single record for each person, with a unique identification number (although sometimes people unknowingly create duplicate records for the same person, which you can merge when you spot them). You can search by name, but also by that number, and the number for James Walsh is MHZW-VFF. Once you are at that record, you will see how easily you can move up and down the tree by clicking on the names of other people who are shown.
The FamilySearch site also locates other potentially relevant records and offers them to you for consideration, and it is well set up for incorporating the new data, and for things like merging duplicate records when you find them (the site even suggests possible duplicates). You can also see who contributed info to the records and send private messages to them. If you get hooked on the site, you may want to take a class at one of the Mormon Family History Centers about how to use the many features which it offers, because there is a bit of a learning curve when doing the more complicated changes.