The small and red bugs that leave that annoying red smear on your skin is called the clover mites. The clover mite up close looks similar to a spider, but not as creepy i might add. The red that smears on you is their skin. As you can see they are red and when squashed it makes the famous smear.
Well I think that bug you are talking about is a red velvet ant. That bug is actually very dangerous indeed in that it stings a lot. It is better to stay away from such bugs and not touch them. If you have been stung then apply some tea tree oil.
This is a small mite and where I come from in is called a chigger. They come in hundreds at a time. In my experinence they can be found in the wood on dead trees. Watch out for them because they do bite and it will itch. An old wives tell is to use fingernail polish to stop the itching/
This is more than likely a boxelder bug, they are really irritating for that very reason. They are so much of a nuisance because they usually invade homes in numbers and their waste is what stains things red.
If the bug is smaller than a pinhead, I would bet it's a clover mite. It's actually the clover mite nymph that is red. They can often leave you feeling itchy wherever they have touched your skin. They are most often seen in the spring and again in the fall.
Several insects leave behind stool or urine when you touch them. The color ranges from a clearness to a blackness. The consistency can be like water or like thick mucus. Mosquitoes, slugs, and ladybugs leave various 'red like' smears on your skin. These smears are left to 'call' other insects.
It could be a boxelder bug (aka "garage beetle" or "stink bug"). That red smear can stain so try not to crush them on the drapes! They eat a variety of plants but of course prefer the Boxelder tree. They are a nuisance when they come into homes to stay warm for the winter but are otherwise harmless.
This could be a chigger, which is an arachnid, or it could be a red aphid, which is an insect. Both are very small, and I know for a fact that aphids smear when touched. Aphids are found on plant stems and under leaves.