Welcome to Nikonians! Congratulations on your new D5100. I am sure that it is true that Nikon has never tested Micro SD cards with an adaptor in the D5100 or any other Nikon DSLR. While Nikon will only guaranty that the approved memory cards will work in any particular camera body, it is rare when other non-Approved (brands, speed, and or capacity) of memory cards do not work.
You could test one in your camera by formatting it and then trying to capture a few test shots and see what happens. That said, SD cards are reasonably inexpensive even for the top brands (Sandisk and Lexar). Good Luck and Enjoy your Nikons!