This study is concerned with the problem of dynamical distributed consensus for multi-agent systems with nonlinear dynamics. Following the nearest neighbour rule, an adaptive consensus protocol is designed for such systems without using any global information, where the coupling weight of an agent from its neighbours adaptively updates according to the differences from the mean activity of the agent and its neighbours. The analysis shows that, under some mild assumptions, the adaptive law can achieve local and global consensus for any network with connected communication graph. Numerical simulations, illustrated by a common second-order consensus example, are performed to demonstrate the effectiveness of the presented results.