I had a bee get caught between my (very worn out and stretched) fingerless gloves and my finger, thankfully it didn't get a good sting in.
The worst was on a hot day I had taken my glasses off since I was sweating all over them and couldn't see very well. A gnat flew into my eye and became stuck between my eyelid and eye. That burned a lot.
Most interesting experience was riding a tree-lined MUP after dark in the summer where a bunch of bats were enjoying the bounty of insects that come out after dark. One of them flew a bit too low an brushed against my cheek.
And for those of you who accuse me of thread drift since this is about insects - hush up, I'm a Calvinist