Do I need to worry about that insect?
Most insects and other creatures are beneficial or neutral. When you see something crawling around your garden or on your plants that does not mean it is harmful to the plant or to you. It may be eating other pests or just visiting. If there is damage to the plant the damage could have been caused by something else. Get a proper ID for damage caused and if possible any creatures you see. A horticulturalist, landscape consultant, or your county extension service can help with identification and to know what to do. Find your county extension service.