what happen if i use Bone Skewer and choose Baron Nashor

Yes — you can choose Baron Nashor with Bone Skewer, and he still gets Stunned. His "can't be chosen" protection only applies while he's on the board, not in his owner's hand (Rule 365.1, 757). The choice from a revealed hand isn't even targeting, since your hand isn't a public zone (Rule 355.10.a).

Sequence: you pick Baron from the revealed hand, your opponent plays him for free ignoring costs, and the Stun from Bone Skewer applies as part of that same resolution — his protection switching on when he hits the board doesn't stop it (same as Ruin Runner, RiftJudge FAQ #8682). One twist: Baron's "As you play me" replacement still fires, so if the Baron Pit isn't already out, it's created and he enters there instead of the battlefield you chose (Rule 369.3).

Practical warning: this is usually a terrible play — you're handing your opponent a free 12-Might Baron, and if he enters the newly created Baron Pit he conquers it, potentially scoring your opponent a point. You can simply decline to choose any unit.