**Core Concept**
The question refers to a type of sensory receptor that is directly innervated by a nerve, without an intervening afferent nerve fiber. This is a key concept in understanding the organization and function of sensory receptors in the body.

**Why the Correct Answer is Right**
This type of receptor is known as a **free nerve ending**. Free nerve endings are specialized dendrites of sensory neurons that are directly exposed to the external environment and are responsible for detecting a wide range of stimuli, including pain, temperature, touch, and vibration. They lack the complex structure of encapsulated sensory receptors, which have a distinct capsule and are specialized for detecting specific stimuli.

**Why Each Wrong Option is Incorrect**
**Option A:** This is incorrect because it does not specify the type of receptor being referred to. While it may be a receptor, it does not have the unique characteristic of being a dendrite of a nerve.

**Option B:** This is incorrect because it is a type of sensory receptor that is encapsulated and has a distinct capsule, rather than being a free nerve ending.

**Option C:** This is incorrect because it is a type of sensory receptor that is specialized for detecting specific stimuli, such as proprioception or vibration, and is not a free nerve ending.

**Clinical Pearl / High-Yield Fact**
Free nerve endings are responsible for detecting a wide range of painful stimuli, including thermal, mechanical, and chemical stimuli. They are found throughout the body, but are particularly abundant in areas that are sensitive to pain, such as the skin and mucous membranes.

**Correct Answer:** D. Free nerve endings are the receptors that themselves are a dendrite of a nerve.