Stings
If you are stung by a wasp, bee, hornet, etc, then scrape out the sting as quickly as possible. Do not pluck it out as this may squeeze more venom into the skin. In most cases the sting causes pain and slight swelling, but has little other effect.
Some people are allergic to stings and can develop reactions that can be life-threatening. Call an ambulance immediately if you suspect an allergic reaction soon after being stung.
Bites
Insect bites (not stings) rarely cause serious allergic reactions but can cause small itchy lumps to appear on the skin. Itch may be eased by a soothing ointment, antihistamine tablets, or steroid cream. Some insects infest pets, furniture, etc, and can cause repeated bites.
Antihistamine tablets can be obtained from the chemist without prescription and will usually relieve most symptoms.