This paper initiates the efforts to design an intelligent/cognitive nano receiver operating in terahertz band. Specifically, we investigate two essential ingredients of an intelligent nano receiver-modulation mode detection (to differentiate between pulse-based modulation and carrier-based modulation) and modulation classification (to identify the exact modulation scheme in use). To implement modulation mode detection, we construct a binary hypothesis test in nano-receiver's passband and provide closed-form expressions for the two error probabilities. As for modulation classification, we aim to represent the received signal of interest by a Gaussian mixture model (GMM). This necessitates the explicit estimation of the THz channel impulse response and its subsequent compensation (via deconvolution). We then learn the GMM parameters via expectation-maximization algorithm. We then do Gaussian approximation of each mixture density to compute symmetric Kullback-Leibler divergence in order to differentiate between various modulation schemes (i.e., M -ary phase shift keying and M -ary quadrature amplitude modulation). The simulation results on mode detection indicate that there exists a unique Pareto-optimal point (for both SNR and the decision threshold), where both error probabilities are minimized. The main takeaway message by the simulation results on modulation classification is that for a pre-specified probability of correct classification, higher SNR is required to correctly identify a higher order modulation scheme. On a broader note, this paper should trigger the interest of the community in the design of intelligent/cognitive nano receivers (capable of performing various intelligent tasks, e.g., modulation prediction, and so on).