However, if you look at the conjugate acids, isn't CH3OH2 + a stronger acid than HCN because of the + charge? And that would imply that the conjugate base (the nucleophile in the question, CH3OH) is more stable, and thus a better nucleophile?
You're mixing two phenomena here. There is an easier way of explaining your confusion and we will get to that later, but nucleophilicity vs. basicity is an important chemical concept. Nucleophilicity is a kinetic phenomenon. It relates to how fast something can donate a pair of electrons to something else. Basicity is a thermodynamic phenomenon. It is a measure of the equilibrium between a base and its conjugate acid. In other words, basicity is a specific subset of nucleophility. That is, basicity is when a nucleophile donates its electron pair to a proton. Nucleophilicity in general involves donation of that electron pair to
any electrophile.
So what's the difference? Well, because donation of an electron pair to proton is easily reversible - that is,
deprotonation can occur with a sufficiently similar rate as protonation - we can characterize this reaction as a thermodynamic equilibrium. This allows us to measure the "nucleophilicity" of a base via thermodynamics. However, most nucleophilic reactions are
not easily reversible and thus you can't easily measure nucleophilicity by simple thermodynamic considerations.
Now in this specific case, let's imagine the simple case of "electrophile" being H+. This allows us to apply a thermodynamics as a measure of basicity here (which should
not be applied generally because of the difference between nucleophilicity and basicity). Okay. Now if the electrophile = H+, then the relevant thermodynamic equilibria are here:
(1) -CN + H+ ----> HCN
(2) MeOH + H+ ----> MeOH2+
So now the task has been reduced to figuring out which one has an equilibrium that lies farther to the right
. A rightward-lying equilibrium says that the forward reaction, namely donation of an electron pair from the base to the proton, is favored. In other words, this is what the question is asking for if you take "electrophile" to be the simple case of H+. So as you say, MeOH2+ would be a stronger acid than HCN because it would want to lose that positive charge. Indeed, the pKa of the former is -2.2 whereas the latter is 9.2 Therefore, (2) would have an equilibrium that favors the lefthand side whereas (1) has an equilibrium that favors the righthand side more. Since we're talking about nucleophilicity here, or the donation of an electron pair to an electrophile, this means that (1) would result in better donation of the electron pair from the nucleophile to the electrophile to result in HCN.
Now, to complete the picture. Since we're talking about nucleophilicity here, which is a kinetic phenomenon, we also must take into account things like sterics and solvent. There's no solvent given here so let's make sure the steric picture also points towards the same answer. SN2 reactions take place by backside attack and are governed by sterics. In other words, we have to consider nucleophile size because its approach is relevant to the transition state. Had the question been asking about SN1, nucleophilicity and nucleophile size wouldn't have mattered. -CN is certainly smaller than MeOH. Therefore, one would predict that -CN approaches the electrophile easier and therefore does SN2 faster than MeOH.