Pests exist. Every time I've ever went with an inexperienced hiker/camper, it's like they forget this one incontrovertible fact.
Flys, mosquitoes, spiders, chiggers, ticks, ants, bees, wasps, mice, raccoons, crows...this shit exists in much smaller concentrations in the city/residential areas/suburbs because of near-perpetual pest control. Paradoxically, I don't think I've ever come across a roach in nature. I've seen mice, though.
I've seen people put food on the ground, walk away for a few minutes, and come back to it absolutely swarmed with ants. Doesn't take long. Same with flies. Nothing more disappointing and disgusting than to turn away for a few seconds and see 3-4 flies vomiting and laying eggs on your food. Food that's still boiling hot and steaming, fires, smoke, etc. can help deter pests so consider using those as shields when you can. Generally, just don't leave food out and clean everything immediately. Especially if there's bears.
Anytime you go off the beaten path, you are dramatically increasing your risk of getting into some shit. Depending on where I'm at, I'll wave something in front of me like a stick to cut through any cobwebs that I can't see. Walking into a patch of chiggers is one of the fucking worst mistakes you will make on a hike because you *will not* rest without medication. Take some Benadryl, anti-itch cream, etc. But most importantly, learn how to dress to fight against insects (e.g. stuffing your pants down your socks)
Oh, and wear sunscreen.