Add the "-g" switch to the command line for Nasm, and debug info should appear. I don't know if it's acually required, but gdb seems to like a one-byte instruction at the beginning of your code - I guess it gets replaced by a breakpoint...
_start:
nop
; my code
I'm not at all familiar with ddd. If you discover any "helpful hints" for it - post 'em!
Best,
Frank