Indeed, Allāh is not timid to present an example - that of a mosquito or what is smaller1 than it. And those who have believed know that it is the truth from their Lord. But as for those who disbelieve, they say, "What did Allāh intend by this as an example?" He misleads many thereby and guides many thereby. And He misleads not except the defiantly disobedient,
Translation: Saheeh International (English)
1 Literally, "above it," i.e., greater in smallness.
Allah does not shy away from using whatever example He wishes, whether that be of a gnat or anything bigger than it. The believers know and trust that there is wisdom in the use of such examples, while the disbelievers will make fun, asking each other why Allah uses examples with lowly creatures, such as gnats, flies and spiders. Allah replies that in these examples lie guidance, direction and a test for people. There are many people who are misguided by Allah through these examples, because they refuse to consider them; and there are many who He guides along the right path because they learn from them. He does not misguide anyone except those who deserve to be misguided. They are those who do not obey Him.