My fucking eye!!

A bug, like a little tiny moth thing killed itself by flying into my eye. I felt it, and usually when something goes into your eye it's quickly knocked out by your blinking.

Not this time buddy.

It burned like crazy and i go to look in the mirror and the entire bug and it's parts are still in my eye.

So I pick it all out, including the legs. And now i have this weird spot in my vision. Should I be worried? Surely that can't cause an infection, could it?