When you try to adjust the volume (without the headset or speakers plugged in) what does it do? If it says 'headset' above the icon when adjusting it still thinks you are jacked in. Bad news this. It's hard to make it go away.
BTW, it keeps a different volume adjustment for both the headset and internal speakers. Adjusting one does not adjust the other.
Also make sure you are not muted. This should not affect the iPod app, but some third party apps will must music and audio (even though they should not) when mute is on. Mute is either set with the switch above your volume rocker, or in the Multitask bar (double tap the home key then swipe left to right for the controls).
You can change this in Settings > General > Use Side Switch to: Whatever it's not set to is what the Multitask bar is set to.