Bug stung my foot, and it hurts really bad!!?

I was walkin in a field near my hous with my dog barefoot(ik dumb idea) and i was walking in the field to the other side. I looked dowsln and saw a flying type bug but didnt see close enough to see what it was, and stepped on it, not thinking.Then a couple seconds later i felt a really terrible pain, so i sat down in the grass to look. There was a stinger stuck on the bottom of my foot with whit stuff in the part that was stuck to my foot. It really hurts, especially when i walk. Please tell me if its harmful or harmless and what bug it could have been if u can!! Sorry this is so long lol