How to create a command for the "strange m" symbol in latex?

Do it yourself joining m and \eta with \clipbox:

\documentclass{article}

\usepackage{trimclip}
\newcommand{\emeta}{\clipbox{0em -1ex .3em -1ex}{$m$}\clipbox{.3em -1ex 0em -1ex}{$\eta$}}
\begin{document}
\[
m\eta
\]
\[
\emeta
\]
\end{document}

The Miama Nueva font is on CTAN and distributed with TeX Live.

\documentclass{article}
\usepackage[scale=1]{miama}

\begin{document}
\miama{m}
\end{document}

As discussed under this thread, you can always build your own.

\documentclass{article}
\usepackage{tikz}
\usepackage{amsmath}
\makeatletter
\DeclareRobustCommand{\checkbold}[1]{% https://tex.stackexchange.com/a/24635/121799
 \edef\@tempa{\math@version}\edef\@tempb{bold}%
 \ifx\@tempa\@tempb%
  \def#1{1}%
 \else
  \def#1{0}%
 \fi}
\makeatother 
\newcommand{\freakym}{\checkbold\tmp%
\def\mpath{(0,1ex) to[out=0,in=70] (0.2em,0) to[out=70,in=180]
(0.4em,1ex) to[out=0,in=70] (0.6em,0) to[out=70,in=180]
(0.8em,1ex)  to[out=0,in=70] (1em,0) to[out=-110,in=-90,looseness=2.5] 
(1.15em,-0.2ex)}
\ensuremath{\mathchoice{%
\tikz[baseline=0ex]{\draw[line width={(1+0.33*\tmp)*0.06em}] \mpath;}
}{%
\tikz[baseline=0ex]{\draw[line width={(1+0.33*\tmp)*0.06em}] \mpath;}
}{%
\tikz[baseline=0ex]{\draw[line width={(1+0.33*\tmp)*0.045em},scale=0.75]
\mpath;}
}{%
\tikz[baseline=0ex]{\draw[line width={(1+0.33*\tmp)*0.035em},scale=0.6]
\mpath;}
}}}
\begin{document}

\freakym

$A\freakym B_{C\freakym D}$ {\Large $A\freakym B_{C\freakym D}$}

\boldmath$A\freakym B_{C\freakym D}$ {\Large $A\freakym B_{C\freakym D}$}
\unboldmath
\end{document}

Just for fun a version strongly inspired by CarLaTeX. I will be happy to remove this part of my answer if she adds something along these lines to her nice answer.

\documentclass{article}
\usepackage{tikz}
\usepackage{amsmath}
\makeatletter
\DeclareRobustCommand{\checkbold}[1]{% https://tex.stackexchange.com/a/24635/121799
 \edef\@tempa{\math@version}\edef\@tempb{bold}%
 \ifx\@tempa\@tempb%
  \def#1{1}%
 \else%
  \def#1{0}%
 \fi}
\makeatother 
\newcommand\clippym{\checkbold\tmp%
\tikz[baseline=(m.base)]{\begin{scope}
\clip(-0.4em,0) rectangle (0.15em,1.8ex); 
\node[anchor=south,inner sep=0pt](m){$m$};
\end{scope}
\begin{scope}[xshift=0.12em]
\clip(0,-0.6ex) rectangle (0.4em,1.8ex); 
\node[anchor=south west,inner sep=0pt](m) at(-0.2725em-\tmp*0.075em,-0.4ex) {$\eta$};
\end{scope}}}
\begin{document}
\clippym\footnote{Full credit for $\clippym$ goes to CarLaTeX.}

{\Large \clippym}

$\boldsymbol{\clippym}$

{\Large $\boldsymbol{\clippym}$}

\end{document}