Somewhere in Scripture it is written that a naked man was seen running from the scene of Jesus’ arrest. Where is this and what does it mean?

It is in Mark: A young man, wearing nothing but a linen garment, was following Jesus. When they seized him, he fled naked, leaving his garment behind (14:51-52).
 
Who this young man is, and the exact meaning of this passage, are rather debated and uncertain. Most modern scholars think the young man is Mark himself who is describing a humorous story of when his faith was not strong.
 
Note he is described as a young man, possibly less than 12, which may explain why he was lightly clothed. Like today, youngsters might be permitted to wear fewer clothes. Others see the image of youthful virility in this description, since the description of the clothing points also to gym clothing.
 
The meaning of the text is much debated. However, two explanations seem most likely. First, there is the link to Gen 39:12 described by several Fathers of the Church. In that passage Joseph, seeking to escape the seduction of the wife of Potiphar, flees naked. Thus the Christian must be prepared to leave everything behind to avoid the snares of the sinful.
 
A second explanation focuses on the youthful strength of the young man and ties the event to a prophecy of Amos: And he who is stout of heart among the mighty shall flee away naked in that day, declares the LORD (2:16). Thus the text indicates the weakness of even strong men and the need for God to save us.