99% of them are harmless little buggers who keep the fly and mosquito population down. The two slightly poisonous ones we have in NZ are escapees from Australia. Aussie has some nasty critters.
It was uncomfortable for a while but nothing drastic happened. It was my fault that it bit me anyway. I must have had it on me when I got into bed because in the night I rolled on it and half squashed it. No wonder it retaliated!