Insects can produce strange effects in a picture. However, they are relatively easy to identify. Most of the time an insect is in motion. Therefore, you can see a “tracer” effect, or wing beats, as the creature passes through. Also, they are frequently overexposed (due to flying close to the flash) and appear a stark white. Any time you capture an anomaly that leaves a long trail, examine the trail segment by segment. Does each segment have a shape that could indicate wings? If so, you’ve probably captured an insect in motion.
A camera freezes a moment in time. If a bug is flying through that moment in time, it will leave a trail behind. The clarity of the bug depends upon your shutter speed. A fast shutter speed will show more of the insect’s form, while a slower shutter speed creates the tracer.