A mosquito is a small insect native to the planet Earth. While not especially dangerous, the insect is widely hated, largely due to its bite. This bite leaves an anticoagulant in the wound, causing itching. Certain diseases can be carried via the mosquito, most notably malaria.
In 2366 Doctor Paul Stubbs compared sentient nanites that were created accidentally by Wesley Crusher to mosquitoes and said, when Commander William T. Riker asked why the nanites would attack the USS Enterprise-D: "Why does a mosquito bite your ear and who cares? The answer is simple. Call an exterminator!" (TNG: "Evolution")
Before shooting a Cardassian on Setlik III, Miles O'Brien had never killed anything. He states he would even worry about having to swat a mosquito when he was a kid. (TNG: "The Wounded")