EVGA has used 8-pin PEG connectors on some cards where a 6-pin would be all that's really neccessary powerwise..With an EVGA GTX 950 SSC GAMING rated by them at 125W, I can't see using a 6-pin to 8-pin adapter ever being an issue.
 
AFAIK, EVGA is the only GTX 950 vendor that uses an 8-pin whereas Gigabyte, MSI, ASUS (which are a little less powerful) and ZOTAC all only have one 6-pin connector..Actually, the ZOTAC GTX 950 AMP! is rated at about 10W more power draw than an EVGA GTX 950 SSC GAMING, but it still only uses one 6-pin.
 
Under normal operation (and probably even OC'd) an EVGA GTX 950 wouldn't need to pull more than 75W through it's PEG connector and it might even (probably) be gimped like some cards are in the VBIOS to draw less anyway (haven't cracked it open to see)..They may have put an 8-pin on it to enhance stability, OC'ing, or they might use the same basic PCB for other cards that do need an 8-pin and it's more cost effective to just run a whole batch of 8-pin PCB's to use for different cards even if some would only need a 6-pin, who knows.
 
In a nutshell, using a 6-pin to 8-pin adapter for your efficient/relatively low-power-requirement card should be perfectly fine, don't worry about it or the PSU.

I wonder if EVGA requires more power because they think about older systems with like PCI-E 1.0 not being able to deliver as much power through the pci-e lane, like a 3.x will?
 
Also, if you have a Dell computer, you are in luck, as Dell psu's can be switched out with normal psu's (even though you might have to pund down a flap, or velcro something to hold it up). If you had an HP or (I cant think of the other mfr's name, jeez I suck), then you CANT swap psu's, as they use proprietary psu's, and if you tried, they would burn the mobo or psu up.
So, be thankful.
:)