When I load my pictures to my computer two show up one says NEF and the other is jpeg. I accidentally deleted the jpeg and when I loaded them on my phone the NEF pictures were really bad. They where very boxy and horrible. The jpeg ones where fine and how are on my camera. I also know that NEF is raw.
Your phone doesn't know how to interpret NEF. However, it can recognise the tiny JPEG thumbnail (IIRC it's 160x120 px) which is embedded in the NEF, so you're seeing the thumbnail. That's why it looks so blocky. You'll need to process the NEF with suitable software (Lightroom, Darktable, etc.) to produce a full resolution JPEG.
Your computer or phone cannot read RAW (NEF) files, you will need a program to develop the NEF file in to a JPG file.
I would recommend Nikon's "Capture NX-D. I think it is the most useful program for beginners and intermediate photographers. In my opinion, the greatest advantage is that is is made by Nikon, and reads the camera settings. If you don't change any settings, it will give you the exact same JPG as the camera.
The second biggest (or first for many) is that it is free, especially nice if you are not sure if RAW is the right thing for you. I would recommend RAW. I only shoot in RAW now. It cost almost no time to process, and it is nice that I can fix things if I really mess it up.