The correct statement is The nerve that is connected to skin receives stimuli information from the external environment; the nerve that is connected to a muscle receives processed stimuli information from the brain.
The nerves connected to the skin are usually sensor neurons, more precisely their endings which react to heat and cold, touch, pressure, vibration or tissue injury. The nerves connected with muscles are motor efferent nerves which are responsible for sending out commands from the CNS to the body and thus, stimulating muscle contraction.