What little black bug bite produces a wheal that is usually accompanied by severe itching?

The little black bug bite you're referring to is likely from a black fly or a biting midge (often called "no-see-ums"). These insects can cause a localized reaction, resulting in a wheal or raised area on the skin, which is typically accompanied by intense itching. The reaction occurs as a result of the body's immune response to the insect's saliva. Prompt treatment can help alleviate the itching and reduce swelling.