See an ENT MD. If an insect crawls into your ear it may not be able to crawl backwards to get out. If it is alive it will be very irritating as the ear canal is extremely sensitive. Although the risk of infection is low, the insect will need to be removed. This can be accomplished in the ED but is most safely & easily accomplished with the tools (particularly specialized suction) that are available to an ENT md.
Unless.... ..It's a stinging insect, it will probably get pushed out by ear wax as it is being produced.