Thailand plays host to numerous flying bugs, beetles, cockroaches, and assorted bees and wasps. The beetles range in size from enormous (8cm long) to tiny (1cm long). Some are horned, some have big eyes, but none of them bite or are dangerous. They fly around at night banging into the walls and sometimes you. They can stick to things with their feet, which have little hooks in them. Sometimes those things might be a tree, sometimes it might be your hair! Don't panic, just get someone to gently untangle the fellow and he'll fly off to start banging into walls again.
The cockroaches are almost always large, although there is a less noticeable, smaller brown kind. They don't bite either, nor are they dangerous. Just ugly! These cockroaches are everywhere, so don't worry if you see them on the floor of your bungalow, just check you clothes before you put them on (always a good idea, a cockroach is the least unpleasant surprise you might have).
There are also numerous other kinds of flying bugs. Some do sting, most won't bother you if you don't bother them. Watch out for the ever present bamboo bug! When you sit at a bamboo table you will notice many small holes. These are the nests of a small flying bug that likes to live in soft wood, especially the bamboo tables and chairs at restaurants and bungalows everywhere. If their hole gets covered they will jab at the offending obstruction with their stingers until their hole is reopened. If this obstruction happens to be your arm as you lean on the table, watch out, their sting hurts and can leave a red bump for a few hours.
Bees and wasps are all over the place, just like in Europe and North America, some are just a little bigger, that's all. Up to 4cm! We all remember how to deal with these guys, don't swat at them, just get up and quietly move to another area until the bee or wasp decides to move on. It's never a good idea to wear perfume in the tropics, not only does it attract bees and wasps, it also attracts mosquitoes!
Keep and eye out for all these different kinds of bugs, you might see something you've never seen before. And you might figure out how Volkswagen got the idea to call their cars "Beetles".