The link between a first messenger and a second messenger in a cell that responds to peptide hormones is usually

A G - protein

Explanation:

G proteins are molecules involved in signal transduction. They are often referred to as guanine nucleotide binding proteins. They bind to signal molecules at the exterior of the cell and are responsible for transmitting the signals from the exterior of a cell to the inside of the cell, which then results to a cellular response. G proteins are generally activated by a set of trans-membrane receptors called G protein coupled receptors and then deactivated by a set of proteins called the Regulator of G protein signaling (RGS proteins). In regulation, G proteins bind to GTP when they are active, but bind to GDP when they are inactive.