While the sting itself from these insects is not usually terribly painful, a serious problem can arise if you have an allergic reaction to the sting. For that reason, stinging insects can prove to be a dangerous pest.
Many stinging insects will rarely bother people, unless you bother them or their nest, first. Other species, it seems, love to bother people without being provoked. Hornets, and sometimes wasps, are actually known to have a temper. This particular class of insects, called Hymenoptera, has venom in their sting which, unless treated very quickly, can result in death in some people, in less than an hour. Also, some stinging insects can sting multiple times, making their sting much more dangerous. Wasps, hornets, and yellow jackets do not leave their stinger behind in your skin, but the bumblebee does.