While there are many helpful insects encountered throughout the world, there are also plenty of harmful species that pass disease, destroy crops, affect animal populations and the like.
Insects that can be considered 'harmful' are those that accomplish something negative for the ecosystem - destroying crops, structures, infestations - or can deliver painful / poisonous / venomous bites to people. Keep in mind that some insects deemed harmful appearing on this list may also provide benefits in turn. The insect world is one of many moving parts that include both helpful and harmful species - with every bug playing its own role in some way. Remember to always seek professional medical care if you suspect yourself to have been bitten, stung, etc...in any way by an insect. Only a trained medical professional can truly assess your particular condition and / or injury.