Bug bite??

I felt something on my forehead today and brushed it off. I saw something fall to the ground but I couldn't find it so I went on with my day. 2-3 hours later I noticed this blood blister on my forehead in the same spot where I felt the bug (or whatever it was).

Any ideas of what could have bit me? I've never gotten a bug bite like this and I'm wondering if I should ask my doctor about it or just leave it. Don't know if I should be concerned. It doesn't hurt or anything...at least at the moment...