Is there a difference between an insect and a bug?

Yes. Bugs are specific kinds of insects — in other words, all bugs are insects, but not all insects are bugs. They include stinkbugs, box elder bugs, and milkweed bugs, for example. Bugs have a stylet (a mouth shaped like a straw) that they use to suck plant juices from plants or blood from other insects. They also have front wings that are thick and colored where they attach to the body, but thin and clear at the hind end. This is not the case with all insects.