Where I used to work, we had stuff sent from all different countries, mostly Japan and sometimes there were a few hidden bugs in the boxes. One workmate got bit by one of the fella's and he had a terrible reaction to it. The hospital had to open the wound up and it had to stay open and be treated as such, to get rid of the infection. His arm was a right mess for ages.
Some people do suffer with Anaphylatic Shock which means they can die from bee stings. If I were you, I'd get it checked out as it could be an infection and could get more serious.