When a mosquito bites you, it pierces the skin using a special mouthpart (proboscis) to suck up blood. As the mosquito is feeding, it injects saliva into your skin. Your body reacts to the saliva resulting in a bump and itching.
Some people have only a mild reaction to a bite or bites. Other people react more strongly, and a large area of swelling, soreness, and redness can occur.