I’ve not tried to use this particular argument array parameter, but wp_nav_menu()
(Codex ref) includes items_wrap
, which you could try to modify.
It defaults to:
'items_wrap' => '<ul id=\"%1$s\" class=\"%2$s\">%3$s</ul>'
Which you could change to:
'items_wrap' => '<ol id=\"%1$s\" class=\"%2$s\">%3$s</ol>'
So, assuming you’re passing a Theme Location (among other possible array parameters), your call might look like this:
wp_nav_menu( array(
'theme_location' => 'my_theme_location',
'items_wrap' => '<ol id=\"%1$s\" class=\"%2$s\">%3$s</ol>'
) );