I knew a guy who had a roach crawl in his ear while sleeping. He had to go to the hospital in the middle if the night to remove it. He slept with cotton balls in his ears after that. Traumatized much?
Me thinks, yes.
I've had mosquitoes get in my ears before, but I would probably freak the hell out if it was anything else (I freak out enough at the mosquitoes...). Aaaaagh.