It is hard to determine which type of bug bit you. It may have been a large horse fly. (Need more description). However, some insects are poisonous and this could be dangerous for you. Therefore, you should consult with your doctor as soon as possible. The pain can be caused by the bite itself, by poison, or by infection. Therefore, if you are having a lot of pain, swelling, and redness at the bite area, you should go to the doctor as soon as possible.