It really hurts
Was it a bee or a wasp? The treatment is quite different, and a lot of north americans do not know the difference between the insects.
You immediately must acquire some song by the artist named sting and start listen to them with headphones on…and you must do that for the next 24 hours non stop
Be sure the entire stinger has been removed, and take a strong antihistamine like Benadryl
First make sure the stinger is out, get some baking soda and put some in your hand put a little bit of water on the baking soda to make a paste, then apply to your sting, leave on till its dry and crumbling off, if it is swollen use a cold compress to relive swelling and take some ibuprofen for pain.