There are a variety of different bugs in Animal Crossing: New Horizons. They’re all over your island, and many of them are found in the other islands you visit. Some of them are hiding on the other residents, such as a flee.
The flea is only found from April to November in the northern and southern hemisphere, and you can capture it during any time of the day. You’ll notice it on a flea-infested villager who has a speck jumping around them while they’re wandering around your island, and they usually comment about something bothering them. It’s random who gets it, so your best bet during the months you can capture a flea is to visit and speak with all of the islanders you live alongside to see if you notice one.
When you do, take out your trusty net and try to catch it while it’s jumping around in the air. After capturing the flea, the villager who you retrieved it from will comment about it, and you can take it to the museum to add to your collection. You also have the option to sell it, but it goes for extremely little, so you may not want to seek it too much after adding it to Blathers’ showcase.
There are plenty of bugs for you to capture in the game. Many of them are restricted to specific times of the year, times of the day, and a handful require tree stumps on your island to particular conditions. Always remain on the lookout for more bugs to catch and always have a net handy.