When mosquitoes bite they are stabbing their nose, a needle shaped nose, into your body. If blood dries around their nose during the bit they could potentially get stuck. In order to prevent that from happening they inject their spit into the location they penetrate that contains an anticoagulant that prevents your blood from clotting around their nose. This process causes your body to release histamine to the bite location to fight off infection and the histamine is actually what’s making you itch. If you get bit, don’t scratch the bite, apply calamine lotion and OTC hydro-cortisone cream to the area, and use a ice pack or cold wet towel to ease some of the pain.