Insects on walks at best are an irritation, but can also be carriers of deadly diseases, even in the UK. Scottish midges can make a walk in the glens very unpleasant, but a tick bite can lead to Lyme Disease and other dangerous infections. The Ramblers’ website gives some sensible advice at http://www.ramblers.org.uk/advice/safety/insects.aspx, with a helpful link to the Lyme Disease Society. There is also a good fact sheet at https://www.gov.uk/government/publications/tick-bite-risks-and-prevention-of-lyme-disease.
The basic advice is to be vigilant, starting with prevention by assessing how likely you are to encounter insects on a particular walk and protecting yourself by covering up appropriately and/or using insect repellent. Then after a walk, check yourself (and any pets) for ticks, carefully remove any you find preferably with a specially-designed tick removal tool, or fine pointed tweezers as close to the skin as possible. Avoid squashing the tick body. If you show any symptoms seek medical advice.