Should I be worried about a dark mark left on the inside of my ankle after a wasp sting I got about 3 weeks ago?

Don't worry. Any time you have damage to the skin you may be left with an area of darker pigmentation or sometimes even lighter pigmentation. A bite from a wasp will trigger significant inflammation at the site and may give you a dark spot that will gradually fade with time. Not to worry. This is called post inflammatory hyperpigmentation.
No. More than likely this will fade with time. If it persists for more than 3 months, i would suggest medical consultation. There are creams or laser that can help but i would wait 3 months.