Allergic reactions vary from mild to severe and what you describe is a pretty severe reaction.  Your allergist is an expert in the field and if she prescribed an EpiPen for you, you should take that seriously.  Allergic reactions can get increasingly severe with each exposure to the allergen and when you swell up like that, there is the risk of the swelling affecting your throat, which can make it difficult to breathe.  If that happens, using the EpiPen can save your life, but be aware that it's important to call 911 at the same time, in case you need more medication.  If you do notice an insect bite, take Benadryl right away, as it may help reduce your reaction so you don't need to use an EpiPen.  Insects are hard to avoid, so it would probably be a good idea if you get an insect repellent to spray on your skin before you go outside.

That paragraph probably sounded really scary, but try to relax.  Many people live with severe allergies and with a bit of preparation and precaution, you can lead a normal life.  Carrying an EpiPen becomes second nature and even if you don't have to use it for years and years, there may be that one time where it will save your life.  And remember that you can always go back to your allergist - if you need to discuss this in more detail to be comfortable, she will be able to answer your questions.