Hi, Are you able to count the number of legs on this insect? If there are six then it is likely a velvet ant, which is a type of parasitic wasp. Here is some additional information https://digitalcommons.usu.edu/cgi/viewcontent.cgi?article=2592&context=biology_facpub 

My understanding is that the sting may be painful but humans are generally not their target. However if you were stung by one, you may want to get it checked out by a medical professional.  
Thanks,  Amy Jo