Assuming they are both reasonably late model iPods, you should be able to do the following.
Connect your old iPod to your computer and choose Device > Summary > This Computer > Start Backup. When the backup is ready, unplug the old iPod and connect the new one to your computer. Go to Summary > Restore Backup. Choose the latest backup file and click Restore.
If one is old & the library is iTunes based, you may need to use iTunes.
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