When a female mosquito sticks her beak into your skin and gets a meal of blood to grow her eggs, she leaves a little of her saliva in the wound. Almost all humans are allergic to something in mosquito saliva. This allergic reaction causes the skin to release a chemical called histamine, and the skin around the bite feels itchy and gets red.
The itch prompts us to scratch, which removes the outer layer of dead skin cells—along with any irritating substances that are stuck to them. But sometimes scratching can break the skin, leading to infection. So scratch lightly and not too much.