Summary: the modal verbs müssen and sollen
The modal verbs müssen and sollen are used in similar ways, but they are slightly different in meaning.
The verb müssen expresses an objective necessity and sounds more urgent: If one does not do what is necessary, there will be serious consequences.
1) Nico muss zum Arzt gehen.
Nico has injured himself and needs medical help. If he does not go to the doctor, he may be in pain for some time or even suffer long-term health problems.
2) Nico muss Deutsch lernen.
Nico would like to stay in Germany for a long time. To be able to live in Germany, he needs to speak German. Without the language, life in Germany will be hard for him.
The verb sollen is generally used to report a request or an order given by someone else. What the person at whom the order is directed thinks of it is not relevant in the sentence.
1) Nico soll den Fuß kühlen.
Another person (e.g. Tarek or a doctor) says that Nico should cool his foot with an ice pack.
2) Nico soll studieren.
Nico's parents want Nico to study at university. Whether Nico himself would like to do this or finds it important is not in question.