Recommendation for E series lenses for the Sony NEX 5n
So far there aren't a whole lot of choices for E-mount lenses. Most of Sony's own lenses are going to be similar in optical quality. They are decent lenses, but as their price suggests, they aren't the best out there. The biggest differences are the use cases they are intended for. Wide angles being best for certain styles of landscape photography and urban settings. A 50mm prime lens is often used in portraits, but you'll find a lot of people using them for just about everything. In fact, just type "why everyone should have a 50mm lens" into Google and you'll see that it is one of the most beloved lens types for a lot of photographers.
If you're looking to try out lenses from different manufacturers you might want to look into getting an adapter mount. Sony sells their own for their A-mount lenses, but you can find adapters for everything from Nikon to Leica lenses. Note that you will often lose most automatic features of the lenses and be forced to shoot almost entirely in manual mode if you use an adapter for lenses from other manufacturers.
For now, if you did get the pancake lens, I suggest trying out the 18-55mm zoom. It's low price, decent quality, and is fairly flexible in what it can be used for. A fixed 50mm is often suggested though, so look into Sony's as well.
Sony's 18-55mm zoom:
Sony's 50mm prime:
4 reasons everyone should have a 50mm lens:
E-A Mount adapter
E-mount to Leica M adapter