The ferroelectric nematic phase (NF) is a recently discovered phase of matter in which the orientational order of the conventional nematic liquid crystal state is augmented with polar order. Atomistic simulations suggest that the polar NF phase would be denser than conventional nematics owing to contributions from polar order. Using an oscillating U-tube densitometer, we obtain detailed temperature-dependent density values for a selection of conventional liquid crystals with excellent agreement with earlier reports. Having demonstrated the validity of our method, we then record density as a function of temperature for M5, a novel room-temperature ferroelectric nematic material. We present the first experimental density data for a NF material as well as density data for a nematic that has not previously been reported. We find that the room-temperature NF material shows a large (>1.3 g cm-3) density at all temperatures studied, notably including phases without polar order. An increase in density at phase transitions is observed. The magnitude of the increase for the intermediate-to-ferroelectric nematic (NX-NF) transition is an order of magnitude smaller than the isotropic-nematic (I-N) transition. We then probe potential consequences that may result from an elevated density through measurement of the refractive indices (no and ne). The navg of M5 is compared with 5CB and polar smectic liquid crystals. We observe how the highly polar nature of the system counteracts the effects of an increase in density. With knowledge of experimental density, we are able to derive an approximation that yields the polar order parameter, 〈P1〉, from polarisation measurements. Present results may be typical of ferroelectric nematic materials, potentially guiding material development, and is especially relevant for informing ongoing studies into this emerging class of materials.