Flexing your muscles was a weird myth I hadn't heard before, but it's not hard to trap a mosquito on your skin by stretching the skin with two fingers. You have to find the right grip, stretch the skin quite hard and not let go.
It takes some time, you will get a mosquito bite from it, but it doesn't end well for the mosquito which you may or may not find satisfaction in. It might help being young and a bit bored.