Mosquitoes prefer standing water in order to lay their eggs, which is where you will most likely find swarms of them. Although this is good for the wildlife around them as they are a common food source for most insect-eating animals, they are still considered a nuisance to us and they also transmit diseases.
Unlike mentioned previously, a variety of species of mosquitoes do bite humans, which is what makes them a nuisance. When we get bitten by a mosquito, our skin becomes irritated due to an allergic reaction from the saliva that is injected through the straw-like mouth of the insect, resulting in the itchy red bumps we see shortly afterwards.